A 3-strand rope is braided the same way hair is braided. It sounds simple, but if you have never done it before, you have to have someone tell you the procedure. And then to get proficient at it, you have to practice.
Tie the three strands of rope into a knot at one end.
Lay the rope strands onto your work area, with the knot at one end and the three strands laid individually, straight, beside each other. You will have a left rope, centre rope and right rope.
Pick up the left rope and move it over the top of the centre rope, laying it down between the centre rope and the right rope. Your current left rope was your previous centre rope.
Pick up the right rope and move it over the top of the current centre rope, laying it down between the centre rope and the left rope.
Start again with the left rope, following steps 3 and 4, until you reach the ends of the rope strands. Tie the 3 strands together with a string, a rubber band or an additional rope.