Compared to the RT, the DVD drive will not get enough power through the USB port to run, but you can hook up another computer or USB powered hub to the "Y" cable to supply the extra power needed.
If the drive ran on the RT, it will work on the Pro 3.
Your DVD drive most likely came with a software suite to play movies. You can install it to run on the Pro 3 and should be able to play movies in that fashion, fine. However, try to keep the tablet on A/C power when doing that (don't have to but recommended).
If your DVD drive was OEM and did not come with a software suite, you can get a program for free for DVD playback at
http://www.videolan.org which should do good enough. That program (VLC) is questionable on legality. You can buy DVD playback software from online sources such as Corel (WinDVD) and Cyberlink (PowerDVD) which will work
as well.
As long as the drive has the extra power to operate, it should work normal for anything.