AFAIK, in the Dragon Ball Heroes videogame appears the legendary super saiyan 3. Is this character in the Dragon Ball Heroes manga?
No. The character only appears in the Dragon Ball Raging Blast 2 Game. In the "Dragon Ball Heroes: Victory mission" manga, Broly appears as an antagonist under the command of Genome, however in his Super Saiyan 4 state.
Broly SSJ3 does appear in the manga. He is a character controlled by Nimu, who uses SSJ3 Broly.