The emergency disk cannot be included, because it has to be customised for your special hardware. Everytime you change your hardware configuration you have to create a new emergency disk.
Regarding your problem, if your Amiga has a CD-ROM drive, you also have drivers for it. It does not make any sense to connect a CD-ROM drive to your Amiga without having drivers for it.
Having said this, OS3.5 is an upgrade, not a full OS. You need a running OS with CD-ROM drivers to install OS3.5. This does not necessarily need to be 3.1, even 2.0 will do, as long as you have CD-ROM drivers.
You can use the demo version of IDEfix97 from Aminet to mount the CD drive until OS3.5 has been installed.
Bye,
Thomas