bmb_10 has already said.. have you downloaded mplab IDE v8.88? In the menu list, select Programmer->and click PICKIT 3. Before connecting to your target board, read about the pickit 3 user manual. there are 2 modes of powering the target board.
First, you can power the target board with its own power supply. By this method, make sure that you disable the "Power target circuit with pickit3". If you dunno where to find this, menu->Programmer->settings-> Power.
second method, Disable the target board with its own power supply. And connect the pickit3 programmer to your target board, and enable the option "Power target circuit with pickit3". In this method, Pickit3 will supply power to your target board. Make sure that you enter the correct voltage value in the "Power target circuit with pickit3" in the POWER tab.
Either methods can be used. Thats about your wish.
Best wishes..