I love ClassicWB too but wanted to have a go at creating my own 3.9 setup.
I created a thread here ages ago about setting up 3.9, might still be of some use to you -> 3.9 Setup
Some of that advice is now out of date (for example you no longer need IconBeFast, just use the new icon.library).
I spent all day trying to mess about with this stuff, I Followed the instructions to the word on Classic WB with no luck whatsoever, I was doing it in WINUAE because of the speed advantages and that I can try it out before I put it onto the CF card.
I didn't really want Classic WB, but could I hell get OS3.9 Read CF0:, I Added all the dosdrivers from the old 3.1 build into the 3.9 folders but even when I used shell to mount cf0: I got nothing, I couldn't even figure out how to install FAT95. PC's are so easy these days, everything you need is in a package, you click install and it's there, with an Amiga you have to have a degree to understand the instructions, you have to learn how to edit config files and learn simple commands. It's never easy.
With that in mind, I gave up and tried to install ClassicWB on 3.9, the install Icon that is supposed to appear would not, so I just knocked the whole thing on the head and reverted back to 3.1 with Classic WB.
Due to transfer times and installation times, I spent all day trying to do it and failed.
I'll probably try again some day and most likely fail again.
I think I'd need to be spoon fed how to do it to actually understand.
The problem is, I don't want all the stuff that people compile into a package, I want CF cards in the PCMCIA to be read, I want WHDLoad to work properly and I want Dopus to work with all the unzipping functions. That's it really, I mean Wifi would be nice, but it's not a necessity. I've just got a Wifi card I bought and never used, so it's a shame it's not getting used.