The step 3 in the OAuth2 Playground is not required as discussed in this section of this
guide. The main purpose of this step is to check if you have managed to establish a connection to the AdWords server. Unfortunately, I could not provide a documentation that discusses the step 3 of the OAuth2 Playground. Once you have completed Step 2, you may now proceed to your client library and test your connection by calling services in the API. You may refer to this
guide on how to make your first API call.
Let me know if you have further clarifications.