Hi and welcome to the Amiga world!
We were lucky that we were two brothers so we used double power in convincing our parents to buy us an Amiga 500. Our first Amiga game was Vroom. I still remember the feeling and hear the sounds
Okay, there's WHDLoad already pre-installed in AmiKit. There already are some games pre-installed too. For example Deluxe Galaga is one of my favourite.
Basically what WHDLoad does is that it allows you to launch old games from Workbench. The Workbench is a name of Amiga Operating System, like eg. Windows. Back in the times most of the games were designed to boot from floppy disks and they did not need the Workbench at all. Moreover, they did not work when launched from Workbench. This is where WHDload helps.
If you have some Amiga game around in eg. ADF format (which is a virtual disk), all you need is to download corresponding WHDLoad installer for that game from http://whdload.de/download.html
Download the archive, unpack it (check this https://youtu.be/VyA1XwMK0Ug
or this https://youtu.be/2MSAip-wvSc),
then locate your game, doubleclick the .adf file and a requester should pop up asking you where the game image should be mounted to. Select RAD.
Then doubleclick the WHDLoad installer (the one you downloaded and unpacked) and follow the install instructions. When it asks where the game is located, select RAD:
That's it. Note that there might be problem installing the game anyway. The WHDLoad installers were designed to install original games, while some games downloadable from internet might be a bit modified or cracked and thus WHDLoad installer will not recognize it.OR
You can bypass AmiKit completely and boot the emulator from the game disk instead! This will simulate the old times when games did not need the Operating system to run. In this scenario you don't even need WHDLoad. So, don't run AmiKit, just press Configure WinUAE button, switch to Floppy drives tab and insert the game ADF file into "DF0:" slot (DF=DiskFloppy). If the game consists of two disks, insert the second one to DF1: slot, etc. Then switch to Game ports tab and configure Port 1 or Port 2 to your needs so you can control the game with keys, eg. with numpad. And then just press the Start button and the system will boot from the inserted ADF disk(s).
If the game still doesn't work, decrease the floppy speed from Turbo to eg. 800%. You can find this option in Floppy drives tab.
Or you might need to alter the hardware configuration of your virtual Amiga machine. Check the Quickstart tab. Most of the old games will run on A500 configuration - you will need A500 ROM file for this, though. Or you might want to try plain A1200 configuration - you will need A1200 ROM file for this (but if you managed to install and run AmiKit, then this A1200 version of ROM file is to be found in AmiKit/ROMs folder and it is named kick.rom).OR
The most easy solution for beginners is an Amiga Forever package. It includes ALL you need. Games, ROMs, intuitive launcher - just select the game from list and play: http://www.amikit.amiga.sk/#!amiga-forever/cikp
Hope it helps.