Mortius1: Every CPU with integrated grahpics that works with that motherboard supports Shader Model 3.
Every Core-ix (and Pentiums/Celerons of the same generation) support it.
Edit: Assuming you mean Legend of Grimrock 2 (the other doesn't mention SM3), the store page lists the minimum as Intel 5200 or better.
5200 is in Inte's Iris Pro line. The graphics in the CPUs supported by your motherboard are probably HD530.
This is newer, but slower, with 23 or 24 compute units instead of 40. 5200 also comes with fast EDRAM. If you have a Pentium or Celeron, the graphics will be even slower.
You may find your integrated graphics are too slow for the game.
Thanks Mortius! Cool name by the way. It reminds me of my friend's nick back in '90 was Mortis Darkcloud. ( I was Silicon Knight and our other friends was Mike The Cleric. Good time.