I think it attaches to the power slot. Try that.
No it doesn't.
The SP3 doesn't have the power slot attachment SP2 does. However, the magnet connection is strongest on there and the pen will stick, but not as a permanent solution.
You get a little loopy flap that stick onto the keyboard to hold the pen. It's a pretty weak solution on MS's part, imo.
The pen does fit nicely on the cover betwixt the magnet and keyboard - where the fold area is.