Here are a series of guides on how to Install Workbench
How to install SFS within WinUAE with a real HDD? (by Killergorilla)
Installation of Workbench 1.3 in Winuae (by Paul, The Green Amiga Alien)
Installation of Workbench 2.x in Winuae (by Paul, The Green Amiga Alien)
Installation of Workbench 3.1, Picasso96, MagicWB/New Icons and Scalos in Winuae (by Paul, The Green Amiga Alien)
WinUAE Guides by Thomas: Installation of AmigaOS 3.5, AmigaOS 3.9 & CD-ROM support
Installation of Amiga 0S4.0 for AmigaOne Step-by-step Guide: www.os4.co.uk