The documentation says if the browser does not support the required Javascript features, the follow button will show up as a regular hyperlink. In IE9, the button does not do anything. Clicking on it does not link to anything and does not pop up a window like it does in other browsers.
Here is a link to the documentation: https://developer.twitter.com/en/docs/twitter-for-websites/follow-button/faqs-follow-button.html
To test, I basically created a basic HTML page with the following code:
Is the button not supported at all in IE9?