With regards to ADF games, there are two solutions how to play them.
1) The first one is to run WinUAE, configure it to A500 or A1200 specifications (depending on the game you want to run), specify the path to ROM file (in "WinUAE/ROM" section) and the ADF files (in "WinUAE/Floppy drives"). If everything is configured correctly the WinUAE starts your game directly. Note that you don't need AmiKit at all for this solution.
2) The other solution is to run AmiKit. WHDLoad is already installed there. All you need is to download correct installer for the given game from http://www.whdload.de/download.html,
unpack it to eg. RAM: (check the Tutorial videos
for more info) and start the installer. When it asks you for the game disk (ADF), press F12 and specify it in "WinUAE/Floppy drives" section. Then press OK to get back to AmiKit. The disk will appear in AmiKit system. The installer should recognize it and process it. Once all the disks are processed the game is ready to play in a given location of your HDD. Just doubleclick its icon.
With regards to mounting another HDF file into AmiKit config, it works, of course. Add such a file in "WinUAE/Hard" drives section using the "Add Hardfile..." button. Some HDF might have higher boot priority than AmiKit itself and AmiKit won't boot. If that is the case simply uncheck the "Bootable" option when adding the hardfile.