The Black Caps trail 1-0 in the best-of-three series having been outplayed in the first Test that ended in a 248-run victory for Pakistan.
New Zealand were much improved in the second contest in Dubai last week, though, as the teams played out a thrilling draw.
With the game swinging back-and-forth over all five days, there was a great finale when McCullum opted to declare at 250-9, meaning Pakistan were set a chase of 261 with 72 overs to play.
New Zealand's bowlers made a good fist in their attempt to dismiss the designated hosts, but ultimately a strong sixth-wicket showing from Sarfraz Ahmed and Asad Shafiq helped Pakistan to 195-6 meaning there was no winner.
McCullum believes there are plenty of positives to take from the draw, but also backed the team to show the required attacking intent to win the third match, set to start in Sharjah on Wednesday.
"From our point of view this young team is prepared to play aggressive cricket and try to get some wins in the columns," he said in the aftermath of that Test.
"The wins are what you remember the most, but we remember a lot of stuff from that [drawn] Test."
Ross Taylor could be crucial for New Zealand's chances, the 30-year-old scored his first Test century in nearly 12 months in the second innings of the previous Test.
Rookie opener Tom Latham has also been impressive and he is currently the series' leading run scorer with 269 at an average of 67.25.
Pakistan head into the encounter looking to maintain their impressive form in the longest format of the game, having completed a first Test series win over Australia for the first time in 20 years earlier this month.
Skipper Misbah-ul-Haq believes the last showdown with New Zealand provided plenty of entertainment, but encouraged his men not to waste opportunities when they are presented.
"We could say we could have done a little better," he said.
"But we missed a few chances in the first innings that really made a big difference in the whole game but it was an exciting game."