There are a couple of ways to do it. You can give it a prompt that shows examples of the classification and it mimics what it thinks is the correct behavior when you feed it new unclassified input. They also have a search endpoint that lets you do classification by giving it an input along with labels as the searchable documents and using the resulting semantic relevance scores.

You can add new "heads" to GPT networks and train those heads to use GPT for new applications.

Not with GPT-3. I believe only Microsoft is allowed to do that.