Example for a disk image (Donkey Kong/Basic mode) and the coco3 driver:

Mount the disk image
Type "DIR" to see the available files e.g. "DONKEY.BAS"
Load "DONKEY" and ENTER
RUN

Example for a disk image (Pegasus/DOS mode) and the coco3 driver:

Mount the disk image
Type "DOS" and ENTER to switch into DOS mode
The game start automatically

[Linked Image from s14.directupload.net]

The mounted coco3 cartridges e.g. Shanghai.rom should run automatically.

Example for a cassette image (Crazy Mazes/Basic mode) and the coco3 driver:

Mount the cassette image e.g. crazmaze.cas
CLOAD
RUN

[Linked Image from s14.directupload.net]

To create and run virtual hard disk images is a bit more difficult. If you need more help, contact me.
But Robert Gault is more the expert for the CoCo and OS9 system (NitrOS-9/6809)