Episode 3 exists. It is not on any app store. There is no portable streaming version. You must find the raw video file (on Sukebei Nyaa or Anime-Sharing), add subtitles, and manually transfer it to VLC on your Android or iPhone. If you want it on a PSP, you will need to re-encode it yourself.
Given the nature of your query and without more specific information on the episode's availability in your region, I recommend checking the platforms mentioned and keeping an eye on official announcements or updates from the distributors of "Kuroinu: Kedakaki Seijo wa Hakudaku ni Somaru". Episode 3 exists