I'm running a Os 3.9 install on Winuae as we speak
I'm doing it this way:
Dummy wb 3.1 install on a pc-directory
boot from that directory with the Amiga OS CD copied to another dir, and added as a hardrive
I tried doing it without installing wb 3.1 and just running from the floppy (.adf image) but the installer needed rexxsys.library to be installed first
Sidenote:
I'm not done with this yet as it's still installing but so far so good
Edit:
It works !
It booted from my cf-card (still in Winuae though)