Can someone guide the steps involved to integrate App Volume 3.0 with Horizon 7 ?
Yes it's simple: use appvolumes 2.xx instead
Jokes apart: AV3 is far from ready and not worth losing time on it
AppVolumes 3.0 is actually another product then AppVolumes 2.x: 3.0 is foreseen for cloud based deployments, version 2.x is foreseen for on-premises deployments. See also
It has also been stated that 3.0 is a view of how next gen VMWare products will look like.
It is more a commercial release than a technical release. If using in production I agree with soppamanoz, go for 2.11 (.1 hopefullt any thime soon) instead of 3.