I am new in Episerver development. Is there any quick way to setup CMS 9 site. I have tried it by visual studio extention but it create cms10 directly.
There is no quick and easy way.
You could try do downgrade the assemblies, delete a database, and create a new one using Initialize-EPiDatabase (http://world.episerver.com/documentation/Items/Developers-Guide/Episerver-CMS/9/Deployment/installing-database-schema/ )