Hi there,
You can download the installers for games from the WHDLoad website, or if you look online you can find pre-installed games from some websites, so long as you have the original game it's legal to download and use (I think).
Most installers need the original versions of the games on floppy disk, some also support titles that were in bundles or re-released on a budget label. You can either use the original floppies, or write the ADF or DMS back to a real floppy, and install it that way.
You'll also need a kickstart rom image, you can grab yours by using Grabkick from aminet.
Hope this helps,
Robert