As a quick hint, if you start Amiga Forever and use it to start emulating an Amiga, then hold down the 'End' key and tap F1 - this will give a normal Windows file browser where you can choose an ADF file.
To 'remove' the floppy (as far as the Amiga thats being emulated is concerned) hold down Shift and End then Tap F1, or just use End + F1 and choose another floppy.
EDIT: Fluffy's way of doing it will work too ;-)
F2, F3 and F4 are used in the same way and relate to extra floppy drives that Amigas could be fitted with.
www.Back2Roots.org is a large depository of legal games that can be downloaded, definately worth checking out - you will need WinZip (or similar) to take the ADF files from their download files.
This might all sound confusing, but it's worth sticking with - there's loads of great games and other stuff to find and experiment with :-)