To use the scsi device, you would need an accelerator with scsi controller. If you don't want to use WinUAE, you can connect a regular IDE CD device as slave together with a master harddrive if the cdrom does not work as slave with the cfcard.
Then you need to install AmigaOS 3.1 from the floppies. You can find a CD0 file inside your Storage/Dosdrivers drawer. Since CDROM is going to be slave, it means CD0 files unit number needs to 1.
After that you can create emergency boot floppy from the OS3.9 cd and install OS3.9 "best on an empty partition" after booting from the floppy. Then you install the boingbag1 and boingbag2 since they also need the cd in the drive.
After that you can remove the cd drive, connect your cfcard and transfer the os3.9 installation there.