We experimentally demonstrate 8-channel wavelength division multiplexing (WDM) signal transmission in 4 modes over 20-m multimode fiber (MMF) in an intensity modulation and direct-detection (IM/DD) system. By combining the probabilistic shaping (PS) technique with high order pulse amplitude modulation (PAM) format, 40-GBaud PS-PAM8 signal transmission in the WDM + MDM IM/DD system achieves a total net bit rate of 3-Tbit/s. With the aid of a multiple input single output (MISO) neural network (NN) equalizer, we obtain a 1.6-dB receiver sensitivity gain compared with traditional digital signal processing (DSP), including multiple input multiple outputs (MIMO) time domain equalizer (TDE).