How to collimate ultrasonc beam from proximity sensor HC-SR04 in measurng distances of 3 meters?
There are several ways to focus ultrasound, but none of them are particularly easy, especially when the device has to be small, mobile, and take little power.

Something as simple as a exponential horn might be good enough.  This has the advantage of providing a better impedance match between the ultrasound sensor and the air, but there is no way to avoid it taking space.  I experimented with a exponential horn in a ultrasound project once and it did create a more narrow beam than the bare sensor, and sound was louder in the center of the beam than it was with the bare transducer.

Lensing (refraction) is possible, but pretty much inappropriate for your application.  I once saw a demo of sound being focused by a lens made from thin plastic sheets and filled with CO2.  The was a little pressure inside the lens so that the plastic sheet bulged out a bit on each side, forming a convex lens shape.  The speed of sound is different in CO2 than air, so the whole thing acted like a convex lens and focused the sound in a surprisingly tight spot.

The best choice for your application is probably a phased array.  Arrange several transducers on a plane perpendicular to the direction you want to transmit in, and fire them in unison.  With the array spanning at least 1/2 wavelength in dimension, you get a focused beam, although it will have side lobes.  The more transducers, the less power goes into the side lobes and the tighter the main lobe.  For extra credit, arrange the tranducers in a Poisson disk pattern.