I have always found it best to do things the following way with PCMCIA - CF card adapters:
1. Turn on the Amiga
2. When Workbench has loaded, mount CF0: (if it's not already done)
3. Insert CF card into adapter (if it's not already done)
4. Insert adapter into PCMCIA port
After a few seconds, the icon of the CF card should now appear on the WB screen.