For using a external GPU in a Box as Graphics Accelerator you need a Thunderbolt 2.0 or 3.0 Port.
The Surface Pro 3 does NOT have such a port. We do have a MiniDisplayPort, but thats for Video Out only.
AFAIK it's impossible to use an external GPU with the Surface 3 Pro.
If your a computer engineering ninja perhaps you can figure out the secrets of the Surface Connect ports rumored PCI interface (used for connecting the Dock) to manufacture a connection to your graphics card. Good luck, let us know if you succeed. Otherwise there's no way to do it.