Sure you can. I did It with my A600.
First of all, you have to edit your WinUAE shortcut. Add the modifier "-disableharddrivesafetycheck" following to the executable path. This modifier allows to the WinUAE to use the physical drives on your PC
Then, you have to create your configuration on UAE. You know, select 68020 processor, 24 bit adressing, and AGA chipset, and the Kickstart rom you own...
After this, go to the "Hard Drives" section, and click on the button that says "Add Hard Drive". It will show you a combo box with your local drives. Select the drive that represents your CF (probably an USB multi card reader), check the "Read/write" box, give It a name (HD0, for example) and click on Add Hardrive.
Now, save your configuration, and run WinUAE.
At this point, you have to partition and format your drive, so start the Workbench's Instalation disk from the floppy drive (the virtual one, of course).
Once It's loaded, you have to setup your disk before installing Workbench on It, so open the installation disk, go to the HDTools drawer, and select the HDToolbox.
Don't execute It now, just select the icon, and select "Information" on the "Icon" tab of the Workbench menu.
Now It opens an information window about the HDToolbox icon. Just under the "Comment" line, there is a box with the name "Tool types", and a text that says something like "SCSI_DEVICE_NAME=blah,blah,blah...". Select this line and It will be displayed on the box below. Modify the text to match this: "SCSI_DEVICE_NAME=uaehf.device", and click on Save.
This line tells to the HDTools program that It must use the embedded WinUAE's hard disk driver.
Now you can open the program, partitionate your disk (your CF), format It, and install Workbench on It.
Maybe I forgot something, but I wrote It from my memory...
Good luck.
