For [tex]f[/tex] to be differentiable, it must be continuous, so we need to have
[tex]\displaystyle\lim_{x\to3^-}f(x)=\lim_{x\to3^+}f(x)=f(3)[/tex]
By its definition, [tex]f(3)=3^2=9[/tex]. The one-sided limits are
[tex]\displaystyle\lim_{x\to3^-}f(x)=\lim_{x\to3}x^2=9[/tex]
[tex]\displaystyle\lim_{x\to3^+}f(x)=\lim_{x\to3}mx+b=3m+b[/tex]
so we require [tex]3m+b=9[/tex].
In order for [tex]f[/tex] to be differentiable at [tex]x=3[/tex], we also need to have [tex]f'(3)[/tex] exist, which requires that [tex]f'[/tex] also be continuous at [tex]x=3[/tex]. First, compute the derivatives of all pieces of [tex]f[/tex]:
[tex]f'(x)=\begin{cases}2x&\text{for }x<3\\?&\text{for }x=3\\m&\text{for }x>3\end{cases}[/tex]
[tex]f'[/tex] is continuous at [tex]x=3[/tex] if
[tex]\displaystyle\lim_{x\to3^-}f'(x)=\lim_{x\to3^+}f'(x)=f'(3)[/tex]
The one-side limits are
[tex]\displaystyle\lim_{x\to3^-}f'(x)=\lim_{x\to3}2x=6[/tex]
[tex]\displaystyle\lim_{x\to3^+}f'(x)=\lim_{x\to3}m=m[/tex]
so we need to have [tex]m=6[/tex], and moreover [tex]f[/tex] will be differentiable if we set [tex]f'(3)=6[/tex].
So with [tex]m=6[/tex], we must have [tex]3m+b=9\implies b=-9[/tex].