You got the wrong thermostat for your setup. You need a "power
robbing" thermostat, but i doubt if they make one with a touch screen.
You have tywo options: !) put the old thermostat back on; 2) run the
third wire. The R is the hot, the W is the load and the C is the
common. You must have R and C to power the electronics in the
thermostat properly. R to W powers the load, that brings the heat on.
If you use R to W to power the electronics, when you call for heat,
there is no voltage across R to W to keep the electronics powered, so
the relay that brings on the load drops out. Then you have voltage
again and the relay pulls in again. In-Out-In-Out, Chatter,
Chatter,Chatter. If you leave the new thermostat in you will ruin it
and the boiler controls. Then you will need a service tech, which you
should have done in the first place. He will know if there is a
thermostat available for your application.

I understand the desire to do some things yourself, but messing with
stuff you could damage that you don't understand is not a good way to
save money. BTW, they should NOT give you your money back on the
thermostat, since it was your error.

Don't mess with electricity since you don't understand it. You might
get hurt. Or get some training before you tackle your next project.

Stretch