Why does my MAME emulator does not support tekken 3

Make sure you have the latest version of the program MAME, and the complete Tekken 3 romset. The romset includes:

the parent roms

Tekken 3 (tet1/version E1),
Tekken 3 (tet2/version A),
Tekken 3 (tet3/version A),
and Tekken 3 (tet2/version B)

As well as the rom files (If you want the english versions):

Tekken 3 (US tet3/version A)
and Tekken 3 (US tet3/version D)

All those need to be placed in the rom folder under your MAME directory.