You can install pip for python 3.9 the following way:
curl https://bootstrap.pypa.io/get-pip.py -o get-pip.py
python3.9 get-pip.py
It is important you use python3.9 instead of just python3, to ensure pip is installed for python 3.9.
If you see any permissions errors, you may need to use
python3.9 get-pip.py --user
If you get an error like No module named 'distutils.util' when you run python3.9 get-pip.py, and you are on a Debian-based Linux distribution, run
sudo apt install python3.9-distutils
and then rerun your get-pip.py command. If you are not on a Debian-based distribution, use the equivalent command for your distribution’s package manager.
These instructions are based in part on the official installation instructions provided by the pip maintainers.
This portion of my answer is a bit out of the scope of the question, since the question is specifically for python 3.9. However, for anyone trying to install pip on python 3.6 or older, at the time of writing the file at https://bootstrap.pypa.io/get-pip.py only supports python 3.7 or newer.
The workaround is to instead download from https://bootstrap.pypa.io/pip/<python version>/get-pip.py instead. For example, if you want to install pip for python 3.6, then you can download from https://bootstrap.pypa.io/pip/3.6/get-pip.py, and then follow all of the steps above as usual.