You can put the cursor on the line you want to transform and hit Ctrl-3
Or you can make a search:
<p>(Chapter\s[^<]+)</p>
replace:
<h3>\1</h3>
If you choose "replace all", check the result at the end.
All paragraphes begining with <p>Chapter will be targeted. If that's a problem, it is possible to refine and target the latter but with a colon inside the text:
<p>(Chapter\s[^:]+:[^<]+)</p>
As advised, you probably want to learn the basis of the regexes, then you'll be able to create your own searches, it's very usefull. This one, for example, is a very basic one with no special difficulties.