Can you install GFCI with 3 wires?

If you cant trace the power source you can use a GFCI breaker or use a GFCI at each receptacle but if you do that all connections must be to the line side only. No connections to the load side. In the case of three cables you would connect all wires to pigtails and the pigtails to the line side.

What is 3 wire used for?

Three-conductor wire can be used to power a single circuit that would otherwise require two 2-wire circuits. For example, the black might feed a line of receptacles, while the red feeds a line of recessed light fixtures in the same area.