Go to the Harddrives page, click on "Add Hardfile", choose your HDF and click on Ok. Check that the file appears in the list. If the emulation was already running, click on Reset, otherwise on Ok to start it.
Edit: one more hint: move the line up in the list until all hardfiles are on the top of the list, no directories between or above them. Otherwise at least HDToolbox won't recognise them.
Bye,
Thomas