You can go forward (with some caveats) with saved sessions from Version 2 to Version 3, however you cannot go from Version 3 sessions to Version 2. There are differences in the native instruments and effects that will not translate either.
You can upgrade your version of Studio One 2 Pro to version 3, which is the easiest solution.
Or import the stems from your project folder for version 3 (in your My Documents directory) and remix your session in version 2.
However if you open your session from version 2 in version 3, you then run into the issue of VSTs and some native effects and sound libraries being different.