You could copy the entire CD into a directory, assign AmigaOS3.9: to that directory and do the installation from the directory.
But if you already think about copying, there is a simpler method of installing: copy only the contents of the Emergency-Boot directory from the CD to your boot drive, then replace the S/startup-sequence by that from the OS-Version3.9 install directory (somewhere in there). Ready.
Of course this way you miss everything special for your setup, e.g. processor libraries, graphics card drivers and CD-ROM drivers.
Bye,
Thomas