If you are sure you inserted the correct CD into your CD/DVD drive and such a requester still appears (Please insert AmigaOS3.9 into any drive. Retry/Cancel) then your CD/DVD drive has not been activated within the Amiga side. Please try to insert your CD into another drive, if possible. If it doesn't help either you can always activate the CD-ROM support from PC side:
Press "Configure WinUAE" button in AmiKit GUI. Go to "Hard drives" section and press "Add directory" button.
Device name: CD4
Volume label: AmigaOS3.9
Path: select the drive letter that represents your CD-ROM drive with inserted AmigaOS3.9 CD
Untick the Read/Write option and start the emulation.