My 3 yr old daughter was walking when her knee gave out all of a sudden and now she isn't putting weight on it, what happened?

Peds-Ortho eval now. It is hard to keep a three year-old child from walking- unless a significant underlying injury is present. I recommend obtaining an evaluation by a pediatric orthopaedic surgeon as soon as possible. A thorough evaluation of your daughter's hip, knee, and entire lower extremity should uncover the answer and lead to a diagnosis and treatment plan.
Toddler's Fracture. Might be an injury of the shin bone known as a toddler's fracture. Any time a child that age isn't able to put weight on their leg, they need to be evaluated by a physician. She may need x rays and a cast if she has a toddler's fracture.