Does it mean that the input is any length of zeros and ones and that is should hash to a value which is 3000 digits of zeros and ones?
Yes, that's the meaning of $\{0,1\}^*→\{0,1\}^{3000}$. It would be better to reformulate using the usual shortcut for "digits of zeros and ones": bits. Also, $\{0,1\}^*$ is the set of all bitstrings.
Could I just apply SHA-256 12 times, splitting the input in 12 parts and remove 72 bits, then I will get 3000 bits?
$256\times12-72=3000$, thus you have the domains right. But would that be indistinguishable from a random oracle¹? No. Find how you would make the distinction. Then improve that construction. Ideally, make a proof that if a method could distinguish the refined construction from a random oracle¹, then it could be turned into a method making that distinction for SHA-256.
A random oracle with $k$-bit output is an hypothetical device that accepts a bitstring as input, and
- if that bitstring was not previously submitted, draws and outputs a random bitstring in $\{0,1\}^k$
- otherwise outputs the same bitstring as it did for the previous submission of the input bitstring.
¹ With no way to compute SHA-256, and perhaps disregarding the length-extension property of SHA-256, and its input length limitation; some or all of these might be what the question means with "(almost)".