Best option for transferring files is buy an Amiga ethernet adapter (or a Deneb / PCI ethernet) and use AmigaExplorer to transfer nice and quick all with a drag and drop interface in Windows Explorer

Failing that you can use Amiga Explorer with a null modem cable for the same effect...albeit a lot slower.
Hard drive is a hard drive. If I'm reading your question correctly then yes you can have 2 hard drives in your Amiga (with a suitable cable of course). Format the DOS one with an Amiga FS and away you go (that's assuming you meant that you want to use the DOS drive as an Amiga drive now not DOS).
And yes that CF adapter you've linked will do the job if you want to use a CF card as a HDD. Personally I do the same in my 4000 but don't have an additional hard drive in there..just the CF card. If I want to back things up I use Amiga Explorer and copy the files to my Windows file server for backup.