Awww 3 weeks is tiny, congratulations!
I believe they call up to 4 weeks the neonatal time. Right now your baby should basically just be sleeping all the time - day and night. Wake ups might involve a feed and maybe a nappy change too. But then pretty much a cuddle and straight back to sleep. So far too little to be concerned with routine just yet.
But baby will start 'waking up' more. It is then useful to have a cyclic routine. Like a series of repeated evening. Wake > Feed > Play > Sleep > Repeat, for example.
You may find, in a baby led way, that a fairly consistant awake time is kept by baby. So you can start to predict how long until the next nap. This therefore forms the start of the routine that will suit your baby best.
As to when that happens, it depends on both the child and the family it is born into.
My family has 4 children. Therefore there is an existing family routine that involved various established timings - school runs, meal times. Therefore to a degree, baby's sleeping and feeding had no option but to fit in with this routine from literally Day 1.
I think this would probably be true of every family with older children. Especially school aged older children.