You want all numbers from -∞ to ∞ except for the two numbers -3 and 3. So you will have one interval that goes from -∞ to -3, (-∞,-3); a second interval from -3 to 3, (-3,3); and a third interval from 3 to infinity, (3,∞).
(-∞,-3) (-3,3) (3,∞)
-∞<-----------o---------o----------> ∞
-3 3
Now combine them with union symbols (U):
(-∞,-3)U(-3,3)U(3,∞)
(-∞,-3)U(-3,3)U(3,∞)