You will need to have the 68040.library in your LIBS: directory for the 68040. Which version seems to depend on what accelerator you have, seems to be a bit of a black art to get the perfect match. Also, you will need RAM for the accelerator or else you wont notice any great speed increase.
I recommend starting off with a clean OS3.9 installation.
I have a few old SIMMs you could have for free if you need one.
