At the 10th level, you obtain a vendor that sells runes. They won't sell anything at first as they have to set up. So, after completing the 11th level, you can buy runes and fill an item that has 3 slots.
You could get this earlier if you find 3 runes of different types. You can only put 1 of each type, which is why you need different ones.
The game will not auto save after applying the runes. If you have an item that takes 3 runes, but it isn't one you will use, you could get the trophy, dashboard the game and load it back up. You will have to redo any purchasing etc you did since you went back to the main area.