Hello Antoni,
Yes: the reason that Hauptwerk has a polyphony limit setting is so that you can set it low enough to ensure that your computer's CPU won't get overloaded. Overloading the CPU would result in nasty audio glitches, which would also be visible as the 'CPU' meter on Hauptwerk's "Audio, MIDI and Performance" large control panel going into the red. (You can use "View | Large floating control panels .." to open that control panel if it isn't already visible).
The easiest way to set the polyphony limit is to load the relevant organ, make sure that the "Audio, MIDI and Performance" large control panel is visible, then draw the biggest registration on the organ that you would ever be likely to use (or simply draw all stops and couplers for good measure). Now play as rapidly as you would ever be likely to play. If the 'CPU' meter on the control panel goes into the yellow or red (and/or if you hear nasty audio glitches without the audio level meter on the control panel going into the red) then reduce the polyphony limit setting a little, and repeat until you can no longer get that CPU meter to go into the yellow/red when playing.
For more details, have a read through the "Performance tuning: Determining and limiting polyphony" section in the main Hauptwerk user guide (on the Help menu in Hauptwerk; pages 302-306 in the Hauptwerk v7 version of the guide, or pages 314-318 in the v8 version).