In which form do you have those HD games ?
If you have downloaded a HDF file it should be possible to just add the HDF to WinUAE's harddrives list. If the HDF is set up properly WinUAE should boot off the hdd and start the game automaticaly.
If you have the game on floppies and want to install it on hdd, you need a proper AmigaOS installation. The only legal way to obtain this is AmigaForever if you don't already own AmigaOS.
Bye,
Thomas