There exist some website with a guide for UAE but I can't remember the exact URL...
Anyway, it's not that complicated really. You could use just one setup for probably everything. Here's how I do it.
first, install the latest version of E-UAE. Then copy your kickstart-ROM into that folder. Then copy this into your .uaerc file. (if it doesn't exist, just create a textfile and name it .uaerc.)
now, you probably hasn't got E-UAE installed where I have it so change the paths to match where you installed E-UAE. (pay special attention to the ROM section. I renamed my 3.1 ROM file to kick.rom just because I usually only run 3.1 stuff so your kickstart-ROM certainly has another name.)
Everything with a # in front of it is things i've commented out. For example, if I want to run my OS3.9 setup emulated I uncomment the last two lines which points to my two harddrives that contains my OS3.9 workbench and stuff.
if you want to play games from a shortcut or start any other ADF-based thing then just open a text editor and type something like this (I use superfrog as an example here):
I then save the textfile as "superfrog" and then I rightclick it, choose Information and check the little box next to "script" as well as well as changing its icon to something fitting, such as a frog. ;)
that's it. just doubleclick the newly created icon and UAE should launch, checking your .uaerc and seconds later the game or program will start. :)
to quit the game (as we are running fullscreen) just hit AMIGA+M until you get back to the screen where UAE output all its text and press CTRL+C to break the emulation.
if you rather just want to try something in UAE without the hassle of creating an icon etc then just open up a CLI, go to the UAE folder and type in "uae.sdl -0 diskimage.ADF" (without the quotationmarks) and it will start.
thats really all the things you need to do to get UAE up and running.