Hello Thea & welcome to EAB
ADF images are Floppy Archives which you can write to real floppies on your Amiga using ADFBlitzer, very easy to find.
ADF's can also be used with the excellent WinUAE emulator which I do suggest giving a try so you can try some of the files out. You can add your CD / DVD drive from your PC to appear under WinUAE too.
The Big problem you have is reading those ADF's on your Amiga natively in order to create the floppies using ADFBlitzer,
You need to Transfer the files over by serial (Very Slow) or somehow read the files directly using a SCSI Addon & CD Drive, again you will have to Burn CD's on your PC as I'm not sure how easy it is to get a SCSI DVD Drive these days,
The A600 /A1200 is much easier where transfer is concerned because it has an IDE interface and can take CF cards as hard disks, or even a CF card plugged into the PCMCIA port for easy file transfer, the A500 is quite limited apart from very rare addons or going down the SCSI route.
It can be done,
My advice is have a search through the EAB threads & get inspired before choosing which route you would like to go down, maybe even an A1200 & PCMCIA, who knows...
Of course we will help if you need further advice