The given differential equation is
\[
x\,dy - y\,dx = \sqrt{x^2+y^2}\,dx
\]
Step 1: Rewrite the equation in standard form.
Dividing both sides by $dx$, we get
\[
x\frac{dy}{dx} - y = \sqrt{x^2+y^2}
\]
Step 2: Use the substitution $y = vx$.
Let
\[
y = vx \Rightarrow \frac{dy}{dx} = v + x\frac{dv}{dx}
\]
Substituting into the equation:
\[
x(v + x\frac{dv}{dx}) - vx = \sqrt{x^2 + v^2x^2}
\]
\[
x^2\frac{dv}{dx} = x\sqrt{1+v^2}
\]
Step 3: Separate the variables.
\[
\frac{dv}{\sqrt{1+v^2}} = \frac{dx}{x}
\]
Step 4: Integrate both sides.
\[
\int \frac{dv}{\sqrt{1+v^2}} = \int \frac{dx}{x}
\]
\[
\sinh^{-1}(v) = \ln x + C
\]
Step 5: Apply the initial condition.
Given $y(1)=0$,
\[
v = \frac{y}{x} = 0 \text{ at } x=1
\]
\[
\sinh^{-1}(0) = \ln 1 + C \Rightarrow C=0
\]
Thus,
\[
\sinh^{-1}(v)=\ln x
\]
Step 6: Express $y$ in terms of $x$.
\[
v = \sinh(\ln x)=\frac{x-\frac{1}{x}}{2}
\]
\[
y = vx = \frac{x^2-1}{2}
\]
Step 7: Evaluate $y(3)$.
\[
y(3)=\frac{9-1}{2}=4
\]
Final Answer: $\boxed{4}$