"Not allowed to" means "not *ALLOWED* to".
It does not mean it's "impossible", or that the prison operation can prevent you from doing it.
Residential-line telco-based "call fowarding" is relatively easy to detect in software, at the originating end, if you have direct SS7 interconnect. 'Internal call forwarding' within a PBX would be virtually impossible to detect. *Most* PBX-based _external_ call-forwarding has stigmata that would allow "generally reliable" automatic detection.
'Call transfer' is relatively easy to detect via software -- just a DSP that looks for anything resembling a 'ring' cadence, after the initial ringing stops.
"Three-way calling" can also be detected with a fair degree reliability by automated instrumentation. The _absolute_ silence on the inbound channel is 'suspicious'. it _could_ be a 'mute' button, or it could be 3-way. Justifies 'flagging' the recorded conversation for later checking by a 'trained ear'.
What it _does_ mean is that if they catch you doing it -- and those outgoing calls _are_ subject to monitoring by the prison -- your number can, and probably *will* "disappear" from the 'callable numbers' list.
It is simply "if you want to get calls from us (the prison), you agree to play by _our_ rules."