Option 1: Bin it
Option 2: write on the box: "3 pieces missing" (with little crosses to show where in the picture) and donate back to the charity shop I bought it from so they can sell it again for another couple of pounds.
I suppose I ought to bin it, but on the other hand I've just had a perfectly nice time putting it together and I'm not miffed that it wasn't complete. That's just a risk when you buy second hand jigsaw puzzles. And if I write on it, people will know the deal.