WinUAE Newbie having big problems please help

I have downloaded AIAB and WinUAE,the latest version.I also have downloaded a few games.I was really struggling to understand how it works,but after reading some other peoples problems and looking at some FAQs,I eventually got it installed.Now,here`s the problem.I still am a bit sketchy understanding whats going on,so bear with me.To start with,I had a blue and mostly gray screen,with big typeface.Then,through mucking about and not knowing what I was doing,I managed to get Workbench up and running.Various menu`s popped up and asked me to click some choice`s.Eventually it installed,and now I have a pinky coloured screen and the resoloution is about 800x600.I presume this is workbench.I am now completely stuck.If I try to close workbench,It says cannot close,there is still one program launched or running.How do I get out of this?.I believe I need to run the Kickstart ROM(which I have),to play games.If so,do I need to get back to the grey screen which I had before workbench?.How do I do that?.Also,what is the procedure for running game`s?.Do they need to be run from the grey screen?.Sorry about all this but I am a complete newbie when it comes to emu`s.Any help welcomed.

I managed to get Workbench up and running.

I never got this far, but the knowledge you needed to do this doesn't fit in the picture with all your next questions
You don't need to have Workbench installed in order to play most games on WinUAE.
1.You execute winuae.exe by doubleclicking on it.
A menu will pop up.
2.Try going to the ROM section and select the location of your kickstartXX.rom file(I suggest 3.1)
3. Go to the FLOPPY section and select the location for the ADF-imagine you want to play.
4. Press ok to start game. In the game press F12 to make the properties tab popup again, so you can change disks if needed by the same procedure as above.

I highly assume that this isn't new to you and that I completely missunderstodd your post and that I'm just the only one naive enough to reply, but maybe this helps.

Cheers mate!!!.That was it!!.I was`nt loading the floppie of the game after I had clicked on kickstart rom and put it in the box.Games now work no probs!!!.Still not able to understand the workbench tho.Everytime I try and run a program,it chucks an error message in my face.No matter.Thanks again!!!!.