Downloading ROMs for games you do not own is considered copyright infringement. The Best Way to Play: Sonic 3 AIR
If you own the classic version on Steam, the ROM file is actually located in your local files (usually a .bin or .68k file), which can be used in external emulators. Why You Should Avoid "Free ROM" Sites sonic 3 and knuckles steam rom download best free
Since you searched for "sonic 3 and knuckles steam rom download best free," you should know the risk. SEGA is famously lenient toward ROM preservation compared to Nintendo, but they do sell Sonic 3 legally via Sonic Origins (which includes a remastered version). Downloading ROMs for games you do not own