"without having to physically go over and help her"
That depends on the child, where they are cognitively, emotionally, developmentally, etc.
Not all children are the same. While one 3 yr old may 'listen' or follow directions well, another may need more help.
Do I think it's age appropriate at 3? yes. At 12? no.
I think getting up to help her will be needed until she is better able to follow directions. It will also help her learn to follow directions. And, since that is what we are doing at this age (teaching them), then it sounds like what you are doing is fine.
Keep things short, "danger!" or "Hot!" and redirect for dangerous situations.
I have the same issue with my 3.5 yr old boy... he seems to understand when I tell him something is dangerous, but won't 'believe me'.... "I not get hurt" he says to me. That is because he'll touch the stove when it's cool (for instance) and it's NOT hot.... so when I say it's hot, he doesn't believe me. Or, hopping around a parking lot, jumping off a wall or stairs, etc etc etc.
(he's actually getting better at following directions these days though, and is fairly trustworthy in parking lots, etc but I still am sure to hold hands and talk to him each time about safety)
I read the replies below me, and really liked Ladybug's response. Consequences are indeed important. Some parents choose not to impose unrelated consequences, and find that making sure the consequence relates to the infraction will help them learn better for next time.
I have found that in general, showing them something they CAN do instead works so much better than imposing arbitrary punishments or even time outs.
Or, meeting them halfway as long as it still stays within the rule set forth. Parents tend to get so wrapped up in 'do as I say' and such, that they tend to forget we can bend a little without 'giving in'.
I highly recommend Adventures in Gentle Discipline put out by La Leche League. (or other discipline books that focus on Gentle Discipline, Positive Discipline or Internal Discipline.
Good luck!