ADF Blitzer is an Amiga program. You need to put it on a 720k double-density formatted floppy disk which means on Windows XP you'll need to format it from the command prompt instead of from the GUI. Then you'll need to copy the ADF Blitzer archive and use the PC0: drivers that came with AmigaOS version 2.x and up to copy ADF blitzer to the hard drive on the Amiga. Then you can transfer the .ADF files to the Amiga and write them to Amiga formatted floppies.
BTW: Windows cannot read or write Amiga-formatted floppies without either an arcane DOS program or a CatWeasel floppy drive controller. That's why Amiga emulators on the PC use .ADF files in the first place.
