How do you unlock Knuckles in Sonic 3

Knuckles is not unlockable is story mode, but he is playable in competition mode. Note that Knuckles cannot glide in competition. If you lock on Sonic 3 to Sonic & Knuckles you can play through Sonic 3 story mode as Knuckles. He can glide in Sonic 3 & Knuckles. He is also playable in Sonic 2, if you lock on Sonic 2 to Sonic & Knuckles. It would be Knuckles in Sonic 2. He can also glide in it.