We can't use direct comparison test directly since the $a_n$ term of the given series oscillates.
What we can use is the absolute convergence criterion that is
$$\sum |a_n|<\infty \implies \sum a_n<\infty$$
and in this case if we consider
$$\sum_{n=1}^\infty\left\lvert\frac{\sin(3 n)}{n^4}\right\rvert$$
we can apply direct comparison test on that since $|a_n| \ge 0$ and we obtain that
$$\sum_{n=1}^\infty\left\lvert\frac{\sin(3 n)}{n^4}\right\rvert \le \sum_{n=1}^\infty \frac{1}{n^4}$$
thus $\sum_{n=1}^\infty\left\lvert\frac{\sin(3 n)}{n^4}\right\rvert$ converges and by absolute convergence criterion also the original series converges.
To summarize the steps for the proof are
$$ \sum_{n=1}^\infty \frac{1}{n^4}<\infty \stackrel{D.C.T.}\implies \sum_{n=1}^\infty\left\lvert\frac{\sin(3 n)}{n^4}\right\rvert <\infty \stackrel{Abs.C.C.}\implies \sum_{n=1}^\infty \frac{\sin(3 n)}{n^4} <\infty$$