Does your A1200 have a CD drive, network card, or some other way of transferring large amounts of data to it?
CD is the most straightforward way - just insert the disc, boot from OS3.9 floppy (which you'll have to create) and away you go.
The easiest way without a CD drive is to archive the OS3.9 CD's files, transfer that to the A1200, then unarchive and install.
If you can't do large data transfers, you could always get a 2.5" to 3.5" IDE adaptor, plug your A1200's drive into your PC and then install OS3.9 on it from within WinUAE...
- Ali