Actually... if you even bothered to read the how-to guide on this very forum...
You have to unlock the bootloader to be able to have root.
Because when you unlock the bootloader, the phone factory resets and gives you superuser/root privs. The step after ONLY involves putting superuser.apk into /system/app by flashing a zip. Nothing else. No exploits, no rageagainstthecage or superoneclick. When you unlock, you have root.
And you absolutely have to unlock the bootloader (along with getting SOFF) to install custom roms.
So when it comes to the EVO 3D... unlocking the bootloader and rooting might as well be one in the same.