Just open PT3 and activate the auto-import (the same as you would to review hands). Leave it importing while u start your session on your poker room. The stats/hud will appear after a slight delay.
For everything you want to know about PT3 go to the Video section and check out Video about Poker Tracker 3 by TPC!!! (If I did this right you can even get there from right here )
TriggaLos is a fantastic teacher who explains everything expertly.