Ok, some first steps you should know:
1. GEM is on ROM, so just power up and wait and GEM comes, also without boot disk
2. If the internal floppy drive can not read disks, first check if it is well connected to power and data cable. To do the next step you need working drive a: - it's also possible to replace the drive by a standard PC 720 kB floppy drive, but you might get in trouble with the front bezel of the drive. If you need replacement, try to get a drive with Atari bezel (ebay, Best Electronics in Sunnyvale, etc.) or try to get a floppy drive from the same brand as your internal drive (mostly Sony, Epson, Mitsumi) and swap the front bezel with the Atari one.
3. The ST can not boot from harddisk if there is no driver installed on the harddisk. ST is only capable to read the bootsector of the harddrive, there then must be a loader for the driver which must be installed on the harddisk. As you have an ICD link adapter with a SCSI drive, go to ICD.com and download there the ICD 6.5.5 harddisk driver and install it. (you also can use AHDI from Atari, HDDriver or some alternatives, but ICD is already a very good and for you free solution and matches best wth your ICD hostadapter) You can unzip the file to a 720 kB MS-DOS formatted floppydisk in the root folder (there will be several folders created, under others a folder "auto", that is very important as this contains programmes to be started at boot, the harddisk driver for example), that's also the ST's preferred disk format. To install it, you have to do the following steps, all of these can be done with the tools from the ICD diskette:
3.0 make sure that you first turn on the harddisk, wait until it has spin up and being ready, then power on the computer.
3.1 you have to boot from the ICD driver disk first, when the driver starts, it scans for drives and displays the result. If no harddisk is displayed, something is wrong with your cabeling, drive or DMA controller in the ST.
3.2 there is a tool called IDcheck on the diskette, this also scans for drives, so you can use this for debugging your connections to the drive.
3.3 partition the drive with some of the tools from the disk (you will find it, I don't remember it's name at the moment)
3.4 format the partions
3.5 reboot again with the driver disk
3.5 install driver on harddisk, that's also inside the ICD utility. Note that on the harddisk the driver is not installed on the auto folder, but as a .sys file in the root directory of c:
3.6 reboot aiagin, this time without floppy disk.
3.7 when booting is successfull, drive c: appears on the desk. For other partitions you have to add manually their disk icons on the desktop. To do so, click the c: symbol once that it gets back. Then search through the menues for a function to add more drives, then you can add d: and so on. As the last step you shoud save that arrangement, there is also a menu entry for that. The desktop arrangement then is saved in a file desktop.inf on c:
3.8 as the last step you should copy the content of your language disk to your harddisk c: root diretory, but without the desktop.inf from there! You can move the basic/logo interpreter to a sub folder, but the auto folder, and files with *.acc should be copied to c:\. Then you already will have the control field (setup utility) loaded as accessory after the next boot.
For further steps I recommend to come to atari-forum.com or if you speak german to atari-home.de forums, there the Atari ST geeks meet, me too... You also can download the usermanual from
http://dev-docs.atariforge.org/ to understand more about your ST.