Hmm, you're a bit stuck, I'm afraid. Sorry to be the bearer of bad news, but there are just a few ways for you to get the adfs written to disk, and none of them are very easy and some are downright expensive.
1) A Catweasel PCI card for your PC would allow you to write the adfs direct to disk using your PC's floppy drive. However these are not cheap, at about 80 euros. It's the most powerful solution though.
2) Assuming your A500 has enough RAM (which is unlikely) you could set up a serial network on one Amiga boot disk, use this transfer the adf to the A500's ramdisk, and write it to floppy from there. A finicky option with loads of potential trouble and unlikely to work with less than 2MB of RAM - which, as far as I remember, stock A500s weren't supplied with.
3) Get a hard drive for you A500 and set up a serial network from that. Easier than the RAM option, but it's virtually impossible to add a hard drive to an A500 these days. I have no idea how to go about it - the A500 was before my time.
4) Much as I hate to say it...you could just forget about the A500 and use UAE. It's about 99.9% compatible and has no loading speed issues like floppy disk, and it uses the adfs directly from the PC's hard drive. It renders your A500 redundant and makes the point of buying one in the first place moot, so I guess this is not what you want.
5) Send or give the adfs to a friend with a modern Amiga with HD and internet access or a CDROM and let him/her to the work of writing the games to floppy.
6) Split the adfs on your PC using a tool such as sploiner (on Aminet) that has splitter and joiner executables for both MS-DOS and Amiga. Then put the halfs on seperate disks and join them on the A500. Still needs an HD or a decent amount of RAM, though; although you *just might* get away with 1MB.
That's all my suggestions. None are particularly good, but it's the best I can do. Good luck.