For the rare few games that have their own HD install util on disk, just use that. For everything else (i.e., almost everything) you'll need
WHDLoad.
And make sure that you have the tool
Installer in your SYS:Utilities directory.
Note that with WHDLoad, the RAM/CPU requirements on most games are higher than if running them natively from floppy, so a stock A600 won't be able to handle everything. If you have the Chip RAM expansion and some Fast RAM (PCMCIA slot), a lot more will be open to you. If you have an accelerator, you should be able to handle anything.