Use Vector > Geoprocessing Tools > Buffer with the value -3000 as distance value.
Make sure to use a metric CRS. As already stated in the comments. The linked data from the UK Data Service is being provided in such a CRS (OSGB36 / British National Grid - United Kingdom Ordnance Survey - EPSG:27700), so no reprojection is necessary here, as it would be in other cases.
But your case is a little bit more complicated for other reasons: The multipart UK outline contained in the shapefile is much too complex for the QGIS buffer algorithm to complete within a reasonable time. Even after 30 minutes it did not complete (using QGIS 3.34 RC on two different modern Linux Mint machines). It still may be due to some special settings in my case, but I suppose that most other users will face this problem with such a complex geometry.
I created a Graphical Model to handle the complex polygons, with dynamic parameterization:

Now it still takes a while to finish, but it does so within reasonable time. Here's what the result looks like (zoomed to Wales):

You can download the model here.
EPSG:3857orEPSG:4326will get wrong results, see: https://gis.stackexchange.com/a/438809/88814 – Babel Nov 01 '23 at 20:50