Is it possible to attend from Friday to Sunday? Would this
severely limit the experience

What you mention is certainly a major drawback: the lost of one day's salary! For some it's even worse, they can not leave their work on Friday and are forced to forego completely the Cursillo experience. I wish I could say "Yes, Ron, no problem, you can start on Friday evening", but unfortunately I cannot say that. 

If Cursillo was like a simple course then, I suppose, one could miss the first part and still be able to get something worthwhile out of it.  But it is not an academic course. Nor is it like a traditional retreat led by a preacher. The Cursillo experience is different because it relies heavily on group dynamics. After a complete day of sharing in small groups, most groups have generally achieved a high degree of privacy. So much so that to introduce a newcomer to a group would not be welcome and would certainly be harmful.

Why then take three days? There have been attempts to reduce the experience of Cursillo in two days but the result was not satisfactory. Why? Maybe because Cursillo is patterned on the Easter Triduum. Indeed, at a Cursillo, participants not only “hear” about what is fundamental in our Christian faith but “live” it. Without quite realizing it when it happens, they experiment something of the Paschal Mystery of Christ: the change from the darkness and hardships of the “Holy Friday” to the new life and joy of “Easter Sunday”.

Hence a second reason... you would probably miss the joy of Sunday if you missed the Friday.