Epsilon has created a new AmigaOS 4.1 installation tutorial. It is written for OS X and is from March 2015, but is still relevant (and includes many screenshots):
http://amigax1000.blogspot.no/2015/03/amigaos-41-fe-classic-on-fs-uae-2529.html
AmigaOS 4.1 FE Classic on FS-UAE 2.5.29
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