I couldn't tell you the collection, but I know Sonic 3 & Knuckles is out on the Wii Shop Channel.
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You can play Sonic 3, or Sonic & Knuckles but unfortunately you cant play Sonic 3 & Knuckles on Sonic's Ultimate Genesis Collection.
You can't.
You can play them in the Sonic Mega Collection Games, but not in Sonic Gems:i can go super sonic says:but you need to unlock sonic 3 and knuckles that's what i had to do!
Brace yourself. You have to enter Sonic 3 (You don't have to play it, just enter and exit it afterwards.) Do this 30 times, and do this with Sonic & Knuckles 30 times.
knuckles in sonic 2 :play sonic 2 and sonic spinball 30 times