Unzip the files into a directory on your hdd and run the installation. No big enlightment needed.
If you want to use an emergency disk, delete the EMERGENCY_CD driver from the disk (it won't work anyways) and add the following line to the beginning of the startup-sequence of the disk:
assign AmigaOS3.9:
replace by the full path of the directory you unzipped the files to (e.g. "Work:OS3.9").
If you want to install the BoingBags, you need the assign, either. And you have to have *all* files from the CD in the directory, including the multimedia files.
Bye,
Thomas