But when I try to generate an address with 3, it says it is an invalid prefix etc
Can I generate these addresses somewhere online or directly through some application/programme? I dont really know how multisig works, but will I be able to use this address like normal through the Bitcoin Client?
Please understand the risk and danger of doing things you don't understand with these technologies. It will be your own fault if you lose money doing so.
It very much seems like you haven't read anyone in this threads posts, as they all directly answer your questions that your asking after they had posted...
First, Read and understand what multisig is, and how it works:
http://bitcoin.stackexchange.com/questions/3718/what-are-multi-signature-transactions
https://en.bitcoin.it/wiki/Multisignature (This link includes an easy brief example for generating a multisig address with bitcoin-cli)
Then as far as generating it, you can easily generate one from the official bitcoin-cli command line. In regards to 'can I use this address like normal', the answer is yes and no, but mostly No. Yes it can send and receive funds, but no it will not work by default inside your core graphical client wallet, it requires command line knowledge/use or a specific client. This kind of thing can be tricky for someone who doesn't understand whats happening though, so you should really bother to understand this stuff before going any further.
Most bitcoin wallets do not support multisignature. Armory supports multisignature but probably only partially. I do not recommend generating multisignature online because you do not know if the server is trustable. Command line is the best for this feature.