The best way to play old Amiga games on a CD32 is to use WHDLoad. If you install a game with WHDLoad on your hard drive, or download a pre-installed game pack from whdownload.com, you can then write a Startup-Sequence that will load the game upon booting, then burn it to a bootable CD with MakeCD. An even better way would be to fill the entire disc with games and use a game selector menu like KGLoad or Advanced Menu System. With these two programs, you can fit around 400+ games on your CD with an easy to navigate menu, controlled via the control pad, with screenshots of each game.
For early examples of such discs, check some torrent sites for CD32-100, CD32-200, CD32-350, CD32-444 and CD32-888 discs. All these discs uses the older Arcade Game Selector menu, the predecesor to Advanced Menu System (AMS is much faster than AGS and has more options).
IF you haven't already downloaded, installed and registered WHDLoad, you can do so here -
http://www.whdload.de . It's pretty much the single most important bit of classic Amiga software still in development as it allows thousands of previously un-installable games to be installed and run from Hard Drive, CD-ROM, Compact Flash or any other mass storage media, with options to quit back to Workbench/Game menu, use cheats, use CD32 buttons instead of keyboard keys, and patch all sorts of bugs that may have been in the original games.
I have made a few standalone Amiga-CD32 games for those times when I just can't be bothered loading up the menu first. Here's an example of a Startup-Sequence to load Yo! Joe from CD on a CD32 with WHDLoadCD32.
The CD contains two directories: S/ and data/
S/ only has the Startup-Sequence in it, data/ has all the game's data in it. The root directory contains the files WHDLoadCD32 and YoJoe.Slave
Here's the Startup-Sequence:
WHDLoadCD32 Preload CUSTOM2=3 YoJoe.Slave
That's it, the CD doesn't need to contain any other files unless the WHDLoad game requires Kickstart 1.3 emulation, in which case you'd need the ROM file for that in there too.
The "CUSTOM2=3" tag makes it so you can use the second/Blue fire button to jump instead of pressing up. Not all games have this option added, but several do, and more will in the future, so it's always best to check the readme file for each install, and check the icon tooltypes.
I can't type up a guide on how to make a bootable CD with MakeCD, but there should be a few around. I found one which helped me learn how to do this in the first place, so they do exist. You'll need the CDTV.TM file to make it bootable. A lot of people do this with UAE if they don't have a CD-ROM on their real Amiga, it works fine this way.
Good luck, let us know how you go!