The path-integral Monte Carlo technique is applied to study the SF6He39 cluster-at low temperatures. The method employs as input only pair potentials, the number of atoms, and the temperature, and is thus independent of the trial function bias which can affect calculation of structural quantities in variational and diffusion Monte Carlo; We thereby obtain an unambiguous answer to the question of the location of SF6 in small clusters (39 He atoms), as well as the temperature dependence of the cluster structure. The cluster is found to undergo a gradual transition to a superfluid between 0.625 K and 1.25 K, and to evaporate significantly at temperatures above 2 K. We also calculate spectral shifts for the nu(3) vibrational mode of SF6, using the instantaneous dipole-induced dipole mechanism. The results are compared with infra-red absorption measurements and with the previous ground-state quantum Monte Carlo calculations.