Yes, that's possible.
But you should not use a PC to access the file system. Either create an ISO image from the CD and mount it on the Amiga using cdromemu.device or diskimage.device, or install CD drivers inside WinUAE and use LhA or another archiver to create an archive of the CD contents.
Note that if you want to install the boingbags, you need *all* files from the CD, including the multimedia files.
