Ok, I’ve done a clean install of DEVONthink 3 three times, and I still do not have an entry, as stated in the user manual, to “Add to DEVONthink 3 command to the Mailbox and Message menus of Apple Mail”.
Have you enabled the bundle in Mail’s Preferences > General > Manage Plug-ins?
Found the answer. You have to go into Apple Mail Preferences->Manage Addons and turn on “Devonthink.mailbundle”.
Another good popup to have when choosing the “Install add-ons” dialog 
There’s actually such a hint already in the description of the option in the Install Add-Ons window 
