Pues he mirado en las instrucciones y no pone nada del modo mercenarios... curioso, sin duda.
EDIT:
Me he estado informando y parece ser que, efectivamente, lo quitaron.
In Resident Evil 3 PC version (Eidos/Capcom), you don't have to complete the main game to obtain this mini-game. "The Mercenaries" mode is available from the beginning, in the autorun menu of Resident Evil 3 window (Play Resident Evil 3/Play The Mercenaries/Save Game folder, Options/etc...), or can be reached via launch icon in the installation directory (for example C:\Program Files\CAPCOM\ResidentEvil3\RE3_MERC.exe)
PC version of RE3 will never ask you to save your game after you finished the story. The game will autosave (bio.dat and bio.ini), and you will receive Epilogue file (if you play on Hard mode) as a proof that you completed the game. Since the game will not prompt you to save, all the costumes for Jill are also available from the beginning.
Unfortunately, "The Mercenaries" mode isn't playable on Windows XP or latest OS. The reasons why are still unknown.
However, it will work with no problem on Windows 2000/ME.
EDIT: XPLOSIVE Version of Resident Evil 3 does not support Mercenaries mode because of this unknown error with Windows XP. The reason is that the RE3_MERC.exe icon is missing in the folder directory.
Una pena, porqué lo hubiera podido exprimir un poco más... nunca he sido de jugar en PC, éste RE 3 ha sido la excepción, odio los problemas de compatibilidad, actualizaciones y chorradas varias. Hace muchos años me compré el Alone in the dark IV y no me lo cogía por no sé que historia, y al parecer éste PC tampoco me lo coge.