if you want to install 3.9 from scratch, you don't need to install 3.1 first.
you only need the emergency disk and the cdrom.
you can find the library on the cd at the AmigaOS3.9:Emergency-Boot/Libs drawer,
or at the AmigaOS3.9:OS-Version3.9/Workbench3.9/Libs, but it's the os3.9 version. (v45.3)