I set up my Amiga4000s by using an IDE to CF Adapter in my 4000s, and I use a CF adapter on my laptop.
Then I add the CF card as a harddrive to WinUAE and set it up as an amiga harddrive there.
This is the simplest way to go about it imho.
To do so, add -disableharddrivesafetycheck as a parameter to WinUAE, and use HDToolbox in the Amiga OS to give the CF card a RDB and filesystem. And also run WinUAE as the administrator user.