I assume your question is related on how to generate a Connect EJB rule ( Records > Integration-Connectors > Connect EJB) for a EJB 3.0 Session Bean.
Pure EJB 3.0 beans are not supported, as for backward compatibility, Pega generates a EJB 2.x client. As such Component Interfaces (Remote or Local Home) are still required.
This shouldn't be a blocker as EJB 3.0 is backward compatible with EJB 2.x clients and local and remote home interfaces as well as initialization methods (e.g. ejbCreate()) are supported by using annotations and/or deployment descriptors.
Please refer to the following documents for details on how to implement backward compatible EJB 3.0 Beans