This is not the way I did it (I did right from scratch, the insert disk screen), but this is pretty easy.
If you have the workbench 3.1 adf's, get AIAB from aiab.emuunlim.com and install it.
Add a harddrive in WinUAE, format it and install os3.9 to there but booting off of aiab.
AIAB mounts the pc cd-rom with uaescsi so there's no prob
