It's definitely not legal. It was already debatable when it was sold and it is definitely illegal if you download it now.
AmigaOSXL a.k.a. Amithlon is a package of two emulators meant to be run on a PC. Amithlon runs natively (using a Linux kernel), OSXL runs on top of QNX (included). It includes an adapted version of OS 3.9 which contains several files only usable on the emulators.
You probably only downloaded the OS 3.9 archive, otherwise (as a CD ISO image) it would be obvious that it's not meant to be run on a real Amiga.
