Since $\,3\mid k\iff 3\mid -k,\ $ wlog we may assume $\,n\ge 0.\,$ We use (strong) induction on $\,n.\,$
Our bases cases $\,n = 0,1,2\,$ are true: $\ 3\mid 0\cdot m\,\Rightarrow\, 3\mid 0,\ $ and $\ 3\mid 1\cdot m\,\Rightarrow\, 3\mid m,\,$ and $\,3\mid\color{#0a0}{2 m}\,\Rightarrow\, 3\mid m = 3m-\color{#0a0}{2m}.\,$
Else $\ \color{#c00}{n\ge 3}\ $ and $\,3\mid nm\,\Rightarrow\,3\mid \overbrace{(n\!-\!3)}^{\large \color{#c00}{\ge\, 0}}m\,\overset{\rm induct}\Rightarrow\,3\mid n\!-\!3\, (\Rightarrow 3\mid n)\ $ or $\ 3\mid m\ \ \ $ QED
Remark $\ $ The same proof works for any fixed prime $\,p\,$ (with $\,p\,$ base cases to check). But this method does not suffice to give a uniform proof for all primes. That requires a new idea idea, e.g. the Division Algorithm, Euclidean Algorithm, gcds or lcms, or ideals, e.g. see this proof.