Crucial to this is how you intend to exploit this energy as this will be very significant in how quickly and uniformly heat is extracted from the target.
3000F is outside the working range of most readily available engineering materials and if you want something which can withstand that sort of temperature outright you are in the realms of things like engineering ceramics, carbon composites and tungsten.
Having said that as long as you are removing heat quickly enough you should be able to keep the temperature in a sensible range indeed many heat engines have components which are exposed to flame temperatures in excess of their melting points. A gasoline engine will break pretty quickly if the cooling system fails.
So a logical approach is to use a heat engine with a working fluid with good heat transfer properties here steam power is an obvious choice and solar steam engines do indeed exist (note that this is an illustration rather than a reccomendation of how to do it in detail).
Obviously any sort of boiler or steam power is fraught with hazards and not something which should be attempted without taking detailed and specialist engineering advice. There may also be leagal requirements for inspection and certification of boilers whcih apply.
As mentioned in the video answer simple balck steel pipe should be adequate as long as you have enought coolant flow and has the advanatge that there are existing standards for steam pipe and the associated fittings and it is raltiavely inexpensive and straightforward to work with.
This approach has the advantage that you are using the working fluid to directly take heat from the target of the lense with minimal intermediate steps between the heat source and the engine.
Also steam power is a mature and well developed technology so if you are more interested in eveluating the potential output of the lense you could just run it as an open system and measure the energy trasnfer to the water, avoiding the hazrds of a pressurised steam system.