I bought a Sigma 70-300mm DG 4-5.6 Macro Zoom Lens for my Canon Rebel T3. Do I need an adapter of some sort to be able to attach the lens to my camera?
Sigma produces same lenses for many different mounts, such as Canon, Nikon, Sony, Pentax, micro 4/3, etc... If you bought Sigma lens for Canon, than you don't need an adapter. If you didn't... well, why didn't you? It might be possible to attach it with adapter, and might not. but that depends on the particular mount your lens is compatible with (for example you may adapt Nikon lens to Canon, but not the other way around).
Perhaps your lens was of the manual focus AE 35mm Sigma vintage, not compatible with AF Canon cameras without an adapter?