Installing OS 3.9 may be a little tricky, but there's no reason why it shouldn't work.
However, unless there's a newer version of DosUAE than the one
here, you'll find it's not much use for anything except playing old games.
DosUAE does not have JIT based emulation, so the speed is relatively poor, even on a really meaty PC, and I don't think it has bsdsocket emulation either. P96 does work, but it too is slower as you'd most likely be using it in VESA mode, so the translated gfx calls would not be able to take advantage of any 2D hardware acceleration your card may offer.
So, unless you really are talking about playing old games, using DosUAE just to cut out Windows would be like cutting off your nose to spite your face. Also IIRC v0.7.5 of UAE did not have any AGA support at all, so you won't be able to play any of the AGA games either.