The usual issues is that a card might be incompatible with the Amiga. It's quite common. The only cards that you can pretty much guarantee will work are Sandisk.

However, you mention you can't format the card in the PC and copy files to it. I would therefore try wiping the card completely and trying again. Try using Windows Disk Management for this. Either right click on "Computer", select manage, then go down to Disk Management. Or press Windows+R and type "diskmgmt.msc" (without the quotes). Now in the disk manager find the CF card and right click on it and choose delete volume. Now right click and select "new simple volume" and once complete it might then need formatting (again right click and select format).

If you try that the CF card should be prepared again and hopefully you can now write to it.

One the Amiga, in Workbench you also need to have the FAT32 filesystem installed. It comes on the EasyADF install disk, so it should be installed already if you correctly installed EasyADF from the disk. If not you can also download it from Aminet: http://aminet.net/package/disk/misc/fat95