how to connect a 3g internet dongle with dlink dsl-2730u modem router?

You likely can't. The router needs special drivers to support wireless broadband. If the cell providers would not be such jerks and try to lock identical devices to their services maybe there would be more support.

There are more routers on the market that do support these but you need to read the fine print. You need to search for 3g/4g broadband router...and then go though the list of supported adapters be careful to ensure they support both the adapter and your cell provider.