Hello, if you have a physical CD, you need to make an ISO out of it first. Then, in WinUAE settings, select the «CD & Hard drives» section (under «Hardware»), click the "Select image file" button near the bottom of the window to browse for the ISO image file by expanding «My Computer» and selecting the Z: drive. Browse the Users/YourProfileName, find your ISO and click «Open».
Note that AmigaOS3.9 CD does not include Amiga Kickstart ROM. You need to deliver your own. Version 3.1 (40.68) is required for AmigaOS3.9.
For more details please refer to AmiKit Quick Guide:
https://bit.ly/AmiKit-QuickGuide