To use Proof General with Why3ITP add the following lines in your
.emacs after the line loading proof-general itself.

(autoload 'whyitp-mode "(MY_PATH_TO_WHY3)/share/whyitp/whyitp.el" "Major mode for Why3 ITP." t)
(setq auto-mode-alist (cons '("\\.whyitp" . whyitp-mode) auto-mode-alist))