I was able to connect to, “CentOS7 Denodo Training 7.0 Sources” using Oracle VM virtualbox 6.0 successfully. I followed the steps listed in the same document mentioned by you above. I would advise you to configure the network adapters are shown in the document. My network adapter settings looks like this:
Adapter 1: Intel PRO/1000 MT Desktop (Bridged Adapter, Intel(R) Dual Band Wireless-AC 8265)
Adapter2: Intel PRO/1000 MT Desktop (Host-only Adapter, “VirtualBox Host-Only Ethernet Adapter #2”)
Regarding the error, VirtualBox Host only Ethernet Adapter #3 is just a number which shows how many Ethernet Adapters you have created. If you have enabled VirtualBox Host only Ethernet Adapter #3 then make sure you choose the correct Adapter in the Settings->Network section of CentOS7 Denodo Training 7.0 Sources virtual machine.
Hope this helps!