OK, but really -- how does a guy convince her?

Ian Kerner: Some guys just try chronic begging. "What do I want for my birthday? I want a threesome. What do I want for our anniversary? A threesome."

I don't think you can convince anyone to do something they don't want to do, though. If she's expressed some curiosity, continue to explore it as a possibility through talking or maybe even enjoying some threesome pornography together.