I had OS3.5 running on DosUAE some years ago (had some real probs
witgh WinUAE on the K6/3), and I don't see any reason why 3.9
should be different. Installing the OS may turn out a bit problematic,
but once you got a working HD-file it should run o.k.
Not sure if DosUAE has any means for BDSocket-emu, or AHI
but P96 does work.