It's already late now and I'm just pointing you at a guide how to use emulation which can be found at our main site here.

And by AF I guess you mean ADF which means Amiga Disk File and is exactly what it means, don't think I have to explain much more

There also games on CD, but most stuff, and older stuff, is mainly stored on disks, and you can load ADF files directly with WinUAE (Amiga emulator).

And you need the kickstart ROM files, but that is explained in the guides on our main site.

You can download the latest version of WinUAE here in the forum at the emulation section, or from the WinUAE site www.winuae.net

And btw, welcome to Classicamiga