The "Send next message in X days" feature means that the follow-up will be sent after a specified number of days. If you set a gap of 3 days, Step 2 will be sent 3 days after Step 1 was initially sent. However, it will only be sent on the next active scheduled day.
Note: The delay between steps includes weekends or days that are not on your schedule for sending.
For example, your sending schedule is set for Monday - Friday, and you have a 3-day gap.
Step 1 is sent on Friday
Step 2 will be sent on the following Tuesday, as that is the next active scheduled day and the delay will also consider weekends.