If you cannot locate the specifically named Sonic_Knuckles_wSonic3.bin file,, many users have reported that a standard, combined will work, provided you rename it properly.
If you can tell me you are using (like Fusion or A.I.R.), I can help you find exact instructions to get it working. Alternatively, Sonic Knuckles Wsonic3.bin File Download - Google
Sonic_Knuckles_wSonic3.bin file is the official ROM for Sonic 3 & Knuckles , which was originally distributed as part of the SEGA Mega Drive & Genesis Classics combined will work
This is the critical point. Downloading copyrighted ROM files from unofficial websites is a legal gray area and often piracy. Instead, you must obtain the game data legally. Here are the recommended methods. Sonic Knuckles Wsonic3.bin File Download - Google