The techniques explained at the linked answer work with subfigure package also.
\documentclass{article}
\usepackage{graphicx,showframe} %% remove showframe
\usepackage[hang]{subfigure}
\begin{document}
\begin{figure*}
\makebox[\linewidth][c]{%
\centering
\subfigure[Caption]{\label{fig:a}\includegraphics[width=0.35\textwidth]{example-image-a}}%
\subfigure[Caption]{\label{fig:b}\includegraphics[width=0.35\textwidth]{example-image-b}}%
\subfigure[Caption]{\label{fig:c}\includegraphics[width=0.35\textwidth]{example-image-c}}%
}
\caption{my caption}
\end{figure*}
\end{document}

You can also use adjustbox package.
\documentclass{article}
\usepackage{graphicx,showframe}
\usepackage{subfigure}
\usepackage{adjustbox}
\begin{document}
\begin{figure*}
\begin{adjustbox}{max width=1.2\linewidth,center}
\centering
\subfigure[Caption]{\label{fig:a}\includegraphics[width=0.35\textwidth]{example-image-a}}%
\subfigure[Caption]{\label{fig:b}\includegraphics[width=0.35\textwidth]{example-image-b}}%
\subfigure[Caption]{\label{fig:c}\includegraphics[width=0.35\textwidth]{example-image-c}}%
\end{adjustbox}
\caption{my caption}
\end{figure*}
\end{document}
Here the content will be resized only if it exceeds 1.2\linewidth. adjustbox also provides many other goodies. For details, refer to its documentation.
PS. subfigure is deprecated and it is better to change over to subcation or subfig.
\\) between the subfigures inside anadjustbox? – Karlo Jan 23 '17 at 11:57