I've checked the uploaded content and i can't find or reproduce the issue.
If you copy the HDD version to your Hard-drive that should be enough.
if it is a separate partition then the game will start based on the startup sequence. In case of OS3.2 you should run the game with the "ProjectHorizonOS32" executable. (there is an issue with it regarding the CD32 controller). In that case you should modify the startup sequence by renaming the executable to "ProjectHorizonOS32"
If you copy the game to a simple folder you can start the game with the same aproach.
normally with: "ProjectHorizon" executable.
in case of OS3.2: "ProjectHorizonOS32" executable.
the "ProjectHorizonAros" version is only for the standalone windows version. There is also a kick-rom issue that using free AROS rom.
The zip file "ProjectHorizon_Fix" is only for that people who do not want to download the whole 100mb again and again for fixing a previous issue in the game. If you use the larger file(s) first you don't need this (it is allready contains the latest fix/executables).
The only way that i can think of when the game ask you for disks is that you maybe copy some files from the floppy version or start the game from the adf.