All international flights into CTU land at T1 and there are connecting domestic flight check-in counters immediately to the right after you leave the secured Customs area. I have always had to pick up my luggage, go through Customs and re-check it but my domestic connections have always been on CA. I kind of doubt 3U will check your luggage through based on the large crowds of people with luggage I have seen at their re-check counters. When you first check in Europe I would think they will tell you if you have to clear Customs in Chengdu with your bags.
Next to the domestic re-check counters are escalators going up to departures. Only 3U has domestic flights out of T1, all other domestic flights are out of T2 which is a 1 km walk or shuttle bus ride away. But for you being on 3U it is simple, just go up to departures.