Can anyone tell me how far a walk it is from Terminal 3 to the train station to catch the Leonardo Express?
It’s directly across the roadway from T3. You’ll need to walk through a covered underpass that goes under the road. There are escalators and elevators. The total walk is less than 100 yards from the front of the terminal. It may be 250 yards from the farthest gate.
To add to what Roberto said, walk to your right after exiting the T3 secured area (don't go outside) and watch for the entrance to the under-road passageway on your left. The train station is about a 5 minute walk from the exit point. Also, you can't take luggage carts past the entrance to the passageway.