Which of the CWB packages are you planning on using?
In either case this is how I did it, I installed to a real miggy but should be the same.
1> Mount the System.HDF from the Classic WB zip in UAE, using what ever system config (mine was a pimped A600), and start.
2> Provide the workbench disk images needed, I have Amiga Forever so have them all, it will not install without the WB images.
3> Let it do the install and swap disks as needed.
4> Once that is done reset the emulator and make sure it installed correctly.
5> Create a new HDD using the inbuilt UAE tools.
6> Mount both HDD's and reset the emulator holding both mouse buttons down.
7> Select DH0 and let it get to Workbench.
8> Format the new HDD.
9> Reset, doing the hold both mouse buttons and selecting DH0, and then use DOPUS to copy everything from the System.HDF to your freshly formatted HDD.
Sit back and wait

Once done remove the System.HDF and it should boot from the new HDD image.