Hi,
You can't run OS3.9 from floppy!!!
Also, it's supplied on CD, so while you don't technically need a CD-ROM drive to install it, you at least need some way of getting it on to an Amiga hard drive.
To do it justice, you need a 68040 or 68060, 32Mb+ RAM and an RTG graphics card.
IMHO, you're better off sticking with 3.1 if you're on an '030 or less, and especially if you're using stock AGA or ECS graphics. A lot of enhancements to 3.1 can be made using free software from Aminet.
- Ali