Do you have the software installed to use the PCMCIA card reader? If not, you will need to download this software and transfer it to your Amiga either by putting the CF card back in the PC or by using a 720kb PC formatted floppy disk.
First you'll need LHA, the most popular archive format on the Amiga.
http://aminet.net/package/util/arc/lhaThis is a self-extracting archive, it will give you a few different versions of LHA. Since you're using an A600, you'll need to rename the 68k version to just "LHA" and copy it to your C drawer in the Workbench boot partition. But that's just the first step, then you need to get the latest version of LHA and extract that with the version you just installed! Get it here:
http://aminet.net/package/util/arc/lha_68kDouble click on this file once it's on your Amiga, and it should open an "Execute Command" prompt with "lha_68k" in it. You need to change it so it says "lha x lha_68k Games:" and it should extract it to your Games: partition, then you just do the same, rename the 68k version to just "LHA" and drop it in the C drawer, overwriting the original. Then you can delete all those temporary files.
If you can't ever see files, you might need to select "Show - All Files" from the Window menu.
For your PCMCIA adapter, you need these files:
http://aminet.net/package/disk/misc/cfdhttp://aminet.net/package/disk/misc/fat95http://aminet.net/package/util/boot/CardResethttp://aminet.net/package/util/boot/CardPatchEach one should include documentation on how to install.
Now you can extract WHDLoad, which you can download from here:
http://whdload.deThere is an installer included, so you can just run that. If you don't have the Installer tool installed, you will have to get it off of the Workbench Install disk, from the C drawer, and copy it into your Workbench partition's C drawer.
Documentation for WHDLoad is on the website, including brief installation instructions:
http://whdload.de/docs/en/install.html