I started to write this this morning, but had to pause until now:
@Wrath of Khan:
I'm not sure if I understand all your questions correctly. For example this one: "Does whdload have to be used with winuae?". Do you really mean "winuae" and seek support for that emulator on your MSWindows-PC or did you mean "uae4all" instead? Though the earlier of the two would be somewhat off-topic here, it wouldn't matter much as the procedure is pretty much the same).
I'm not aware of what you already know, but here are some general answers:
You don't necessarily need WHDLoad. It's a program that can be used in both - real Amigas and emulators - to install games to the Amiga-harddisc (the virtual harddisc if you are emulating an Amiga) that were not supposed to be installed. Additionally it automatically does to some extend do some automatic system-configuration (again: also on real Amigas) to e.g. make some Amiga500-games run on an Amiga1200, which would not work without it. So once you got it running it's a neat way of running games, as you don't have to swap discs and do other stuff. But it's not a necessity.
Especially for Banshee (at least not for the normal Amiga1200-version) you don't really need it as Banshee comes with a HD-installer on it's own. Still you would have to set up a virtual hard-disc in your emulator and install a Workbench-system. Without a virtual HardDisc/Workbench, you can still run adf-images by assigning their image files to the virtual disc-drives of the emulator. The only thing you need then is a working Kickstart-image for the emulator (It's kind of a BIOS or minimal disc-operation-system for the Amiga). There are many different Kickstart-version (if you count in all sub-versions) available, but you only need four of them at maximum (Kickstart 1.2, 1.3 , 2.0, 3.1).
About WHDload: The WHDLoad-homepage offers two different versions. A DEV-version, which you only need if you want to develop/create WHDLoad-installers (the scripts that install the games to the harddisc) yourself - this is not what you want. You just need the USR-version, existing install-scripts which can be fetched from the WHDLoad-site too and corresponding disk-images of the games. Unfortunately not every version of a disc-image works. Most of the times you need the original, uncracked games as far as i know. However you can spare that hassle if you search for preinstalled WHDLoad-game-images from a guy called "Killer Gorilla".
If you find these, then you just need to install the USR-package of WHDLoad to an existing Amiga-Workbench-harddisc-environment and unpack such an image to the a folder on the harddisc.
The whole procedure of configuring and setting up everything will look like this in short:
- set up your emulator. I recommend to get it going with all four versions of the Amiga-Kickstart.
- create a harddisc-directory. I personally prefer HD-directories over HD-image-files, because you can later directly unpack preinstalled WHDLoad-images to the HD-directory from your native OperatingSystem
- get all Workbench-disc-images, insert them one by one into the virtual floppy-drives of the emulator and install them to your virtual harddisc(-directory) from within the emulator. Note that there are different WorkbenchVersion just like Kickstart-Versions. Right now I can not remember which Workbench version I should recommend, but Workbench2.0 or Workbench3.0 should work. 3.0 might be needed for some AGA-Games, but I am not sure about that. Maybe they will also run on a Workbench2.0 with Amiga1200-kickstarts and the emulator set to all AGA-machine-settings.
Again you can try to get preinstalled Workbench-images from the net and I think some are even legal once, who do not share the copyrighted files, but request the copyrighted Workbench-disc-files while/after installing to copy these into the setup. One is called "Classic Workbench". It's been some time that I fiddled around with this.
- Once you get a working Workbench-environment, you need to install the USR-WHDLoad-package and again three versions of Kickstart-rom-images which you copy to a certain place on your virtual harddisc, as WHDLoad uses these for the automatic configuration-process i spoke about earlier. You should be able to find WHDLoad-install-instructions on the WHDLoad-homepage. If you got a liscence-key for whdload you will want to copy that to the corresponding folder on the harddisc too.
- And after that you have to do what I wrote in the "About WHDLoad"-section above. Either install the preinstalled WHDLoad-game-images OR get the WHDLoad-install-scripts and the gamedisc-images that work.
I hope this will help you at least a little. It's a bit hard to describe it in short and time-consuming to do it in detail. My recommendation is to do all this step by step. First enjoy some adf-games without Workbench/WHDLoad, then try to install the Workbench and install games that are meant to be installed (without WHDLoad) and after that try to get WHDLoad running. For each step you should be able to find existing HowTos on the web.