I am on a three day holiday which started yesterday.
I am on a three day vacation since yesterday.
連休はholidayもしくはvacationといいます。アメリカ英語ではvacationが主に用いられます。
「私は昨日から3連休中です」
I am on a three day holiday since yesterday.
I am on a three day holiday which started yesterday.
I am on a three day vacation since yesterday.