HDF files are not meant to be used on an Amiga. These files are virtual hard drives for emulators like WinUAE. You can use the "Add Hardfile" option in WinUAE to add it to your existing configuration. On the Amiga you can use DiskImage to mount files as virtual hard drives. UnArc resp. xadmaster should be able to read them, too.
Bye,
Thomas