I don't think I could get my old Korg M3 to hook up wirelessly to my ax.
There are adapters, but since you're learning, I'd suggest start by just getting it to work with the hard wire you already have before dealing with the additional expense and complication of wireless adapters.
I tried to use a midi cord and I cant seem to figure out how to get the midi from my M3 to play on the ax.
First, make sure you get your FROM and TO terminology/concepts right, or else you will experience endless confusion. It sounds like you want to use the keytar to trigger a gong sound that resides in your M3, correct? In that case the MIDI (instructions from your key-depressions that tell something to make a sound) will be going OUT FROM they keytar and IN TO the Korg, which receives those instructions and generates the gong sound (which then comes from its own audio outputs, not the audio outputs of the keytar). Make sure that's perfectly clear before going further.
To wire that up, use your MIDI cable to connect the MIDI OUT jack on the Edge to the MIDI IN jack of your Korg. Call up the gong sound on the M3 in its Program mode, and if all the MIDI settings of both boards are still at their default settings, you will probably hear the gong out of the M3 when you play the correct key on your Edge. (This may involve shifting the octaves your Edge is set to play on, if the gong sound is out of the range of the default 49-key mapping of the Edge. You can also use the mapping capabilities of the M3 to create a Program with that gong sound on whatever key you want, that would be a bit trickier, depending on how well versed you are with the functions of your M3.) By default, the keys you strike on the Edge will transmit on at least MIDI channel 1 (though they may transmit on other channels as well); and in its Program mode, by default, the M3 should respond to channel 1. So hopefully this much works!
The next part gets trickier. You want to use the Edge for more than just playing the M3's sound. At other points in the song, you're going to want to play internal Edge sounds too. If you don't need to play Edge and M3 sounds simultaneously, you can make the desired M3 and Edge sounds two different Programs/Favorites on the Edge. If you want to be able to play the Edge and M1 sounds simultaneously, you'll need to create a single Program on the Edge that triggers the M3 only on some keys while playing an internal Edge sound on others. This can all be done. The Roland side of it is pretty much described under the section of the manual titled, "Using the AX-Edge as a Master Keyboard." The Korg side will require some setting adjustments, too. Specifically, you need to settle on a MIDI channel for the M3 that you will use when you want to trigger its sounds from the Edge (the channel settings of the two sides of this communication need to match), while ALSO making sure the M3 does NOT play at OTHER times (since the Edge may transmit on multiple channels simultaneously).
This should give you enough to chew on for a while. ;-)