How do I wire up a sensor with an Arduino?

You should say what temperature sensor it is. If it's an LM35 for example, which does have 3 wires, 2 of them are power and one is the analog ouput. You can read that analog value on any one of the Arduino analog inputs, with an analogRead() which reads one pin and provides your program with a value of 0 (0V) to 1023 (5V).

http://arduino.cc/en/Reference/AnalogRead

Best thing to do is look at the sensor's datasheet.