Creating a bootable MS-DOS partition on a CF card

The problem So you got a nice retro PC and a CompactFlash (CF) to IDE adapter, and now you want to install MS-DOS 6.22 onto a CF card to put the machine to good use (i.e., playing retro games—what else, really?) But no floppy drive, no Gotek, and no CD-ROM drive. What’s a young bear to do?
In WinUAE, you can mount any physical hard disk or removable flash media for direct low-level access with a few mouse clicks, then you can partition and format it via AmigaOS running in the emulator.