I thought that AlphaZero could play three games? Go, Chess and Shogi?

Think I mean Catan :)

Nope. AlphaZero taught itself to play games like chess, shogi, and Go through self-play, starting from random moves. It was not given any strategies or human gameplay data but was provided with the basic rules of each game to guide its learning process.

Yes its reinforcement learning, but need to create policy and each policy is specialized for specific tasks.