I the only thing a have done in WinUAE are this; I downloaded AmiKit from amikit.amiga.sk and manage to make a virtual HD with the help of WinUAE built in HD creator to move my files over from a PC folder to that HDF file.
I used the Format option built in the AmigaOS/AmiKit to format the HDF file and then copied all files over to the HDF file with the help of DirectoryOpus 4.x. That program are in the AmiKit setup.
Give it a try, AmiKit are the nices thing when you need a real, big and easy AmigaOS setup for WinUAE.
PS: Why not also try out KillerGorllas WHDLoad Packs, there you have Games, Demos and Mags preinstalled as WHDPacks. Sorry for this, but i take one week vacation on Tuesday. Mail me private anytime or call me at Messenger and i will gladly help you out.