We use third-order structure functions to compute for the first time the three-dimensional energy cascade rate in simulations of isotropic and anisotropic MHD turbulence. We show how the Politano-Pouquet law can be used to identify the inertial range in decaying and stationary turbulence. In two case-studies we recover the fluxes characteristic of fully isotropic and anisotropic critically-balanced turbulence. We further analyze the case of three-dimensional Iroshnikov-Kraichnan turbulence (see abstract #8406, "Three-Dimensional Iroshnikov-Kraichnan Turbulence in a Mean Magnetic Field") and show how anisotropy develops thanks to an oblique cascade (in real space). We discuss further applications of the method and its relation to the anisotropy of second-order structure functions calculated with respect to the local mean field.