Are these 3 pins connected in the schematic?
If no then kicad will rightly not allow them to be connected in pcb_new.
If they are then check your drc settings and also the settings under the dimension dialog.
Maybe also use the highlight net tool to check if pcb_new thinks these pads should be connected.
If not all 3 pins get highlighed at once with this tool then your pcb and schematic might be out of sync. You need to export the netlist from eeschema and import it into pcb_new everytime you make a change in the schematic.
If you want the zone to connect to them then remember that zones have their own clearance and minimum width settings.