S.M.
They're not old enough to really "listen." At this age they respond best to distraction and redirection: if you tell the 3 year old, "get off the swing, now, its time to go," and he hollers "no! don' wanna get off!," just laugh, and swoop down on him and grab him, and swing him up in the air and say, "oh, yes, Mr. Naughty Boy, it's time to go!" Whirl him around a little, and start talking right away about something else, like "let's get in car and pretend we're in an airplane!!" Or whatever he might like to pretend... . I guarantee this works, as long as you have the energy to stay in the game. And he will learn to listen to what you say, because he will learn from the overall distraction and redirection experience that when Mommy says it's time to go, we always go.
As for your little one, he's much too little to understand time out or consequences (taking away toys). When you tell him to do something, and he doesn't listen, he may just need you to go through the steps with him. If you say "pick up your toys," for example, he may not understand which toys, and pick them up for what, and when, etc., so you need to say "Let's pick up your toys together," and you model it, and praise him when he does it right, so that he begins to understand that you mean "pick up (and put away in such and such a place) your toys (the toys that are on the floor, belonging both to him and his brother)(now)." And then expect to have to do this many times.
As for the potty, three is pretty young to be perfectly trained, and when he has "an accident," you can just say "Oh, goodness, I'm sorry you had an accident! Well, you try extra hard next time to get to the potty when you have to go, because accidents are no fun, are they!" Eventually he'll get it back, if you don't act overly disappointed. When you start training the little one, if they get along well, you can put the 3 year old in the position of "teacher's aide," so he can show little brother how the big boys do it.