What site are you playing at? At PokerStars, you need to request the tournament summaries to be e-mailed to you to be able to import the results since they're not saved in the hand histories.
To do this, open your PokerStars client and go to Requests -> Tournament History. After you have filled in that box, you will receive an e-mail. Copy this e-mail into an empty text file and save it, then manually import it into PokerTracker 3. This will be more automated in a future release.
Similarly there is an option for Party to automatically email summaries of SNGs to you.
Summaries for single table SNGs can be generated in PT3 using the Auto Fill feature.