First of all, OS3.9 uses reaction, which basically is a new version of Classact. If you really did install classact2demo, it installs an older version of reaction classes, so every program that uses reaction will fail. You have to restore the sys:classes/gadgets and sys:classes/images drawers from your os3.9 CD. If you had any boing bags installed, you have to reinstall them, because they update some reaction classes.
Second, OS3.9 already has glowicons functionality. There's no need to install anything extra. When you install os3.9 it installs glowicons for all your programs and drawers.
Third, If you still want to use glowicons.lha from aminet, you have to install the icons yourself. There is no installer-script. You can use
CopyIcon to replace the icons you want to change. Or use copyicon function of os3.9 itself:
Click on the icon you want to change,
choose icon-info from the wb-menu, goto the icon tab
and drag n drop a new icon over the old icon displayed in the window and of course press the save button.