I have Sega Genesis 3 (Majesco clone).
Is there any tutorial how to make stereo audio cinch cable for it?

http://segaretro.org/Genesis_3

It may be easier to solder directly to the board and choose your own outputs. The original connector is strange and probably hard to find.

I modded my gen3 with RCA jacks, a crystal clear audio board and enabled SMS backwards compatibility but that was difficult as hell.