How do I connect to WPA3

That depends on whether your router supports WPA 3 or not, see this Apple article: Recommended settings for Wi-Fi routers and access points

https://support.apple.com/en-us/HT202068

The settings are changed on the router. Note that in order to make the weak security warning go away it needs to be WPA2 AES (not just WPA2) or WPA3.

If you don't have instructions for your router, do an internet search for your router brand/model or if your router is supplied by your internet service provide, see their support site.