hmm... how do you mean 3D path?
like a 3D vector or mask, aren't they called paths in PS? or a path as in the curve an object follows through 3D space?
A path for an object to follow.
ok, if i understand you correctly and forgive me if i'll telling you something you already know, you just need to turn on the 3D switch for the layer.
in the timeline window there are a bunch of switches for the layers. one is a little cube. if you turn this on it makes a layer 3D. or rather, able to move in 3D. it will have a z position, and extra rotation options.
hope that helps.
I see some effects have a Z position.
In case of effects there is no such thing as a true 3D path, since they exist only inside their own little 3D universes. They may align to the rest of the 3D world, but otehrwise share certain limitations. Freely animating the Z therefore is a bit hit&miss and most people avoid it by simply using Null objects that are referenced with expressions. Those indeed will be "true" 3D, if the respective layer switch on them is enabled as Dan said. they should show a full 3D path when they are selected. If not, you may wish to check the settings in teh comp windows little flyout menu in the top right corner.
When you animate the position of a layer, a motion path is automatically created between two keyframes. You can see this path in the composition windows as small dots connecting the two keyframes. To make this path bend also in the z-axis, simply change the position of the layer in z-space and now the path will have 3d depth. You can change the motion path by dragging the handles of the keyframes to bend it in different directions. If you want to bend it in z-space, it might be useful to look at you composition from the left or right views so that you can visually see how the path goes trough 3d space.