#sin^2A+cos^2A=1# is an identity and is true for all #A#, including #A=3x# and hence
#sin^2 3x+cos^2 3x=1#
However, let us try is using values of #sin3x# and #cos3x#.
But before this as #sin^2x+cos^2x=1#, squaring it
#sin^4x+cos^4x+2sin^2xcos^2x=1# or #sin^4x+cos^4x=1-2sin^2xcos^2x#
and #sin^6x+cos^6x=1-3sin^2xcos^2x(sin^2x+cos^2x)#
= #1-3sin^2xcos^2x# - as #a^3+b^3=(a+b)^3-3ab(a+b)#
#color(white)#_____#color(white)"#
Now coming to proof as
#sin3x=3sinx-4sin^3x# and #cosx=4cos^3x-3sinx#
Therefore #sin^2 3x+cos^2 3x=(3sinx-4sin^3x)^2+(4cos^3x-3cosx)^2#
= #9sin^2x+16sin^6x-24sin^4x+16cos^6x+9cos^2x-24cos^4x#
= #9(sin^2x+cos^2x)+16(sin^6x+cos^6x)-24(sin^4x+cos^4x)#
= #9xx1+16(1-3sin^2xcos^2x)-24(1-2sin^2xcos^2x)#
= #9+16-48sin^2xcos^2x-24+48sin^2xcos^2x#
= #1#