Version 9 is ancient, obsolete and unsupported.
If you want to learn about Progress in order to get a job in the modern world you should learn about version 11.
On the other hand, if you're interested in archaeology you should be installing version 9 on Windows 98. Be careful to ensure that the hardware is from the same era -- multi-core CPUs, massive amounts of memory and so forth were not available back then. You'll ruin the historical authenticity of the experience by using up to date hardware.