First, I presume you have the ML120 PRO RGB fans, and not the non-RGB ones. If you bought a three-pack they should have come with two boxes required for lighting power and control. For each fan there is a cable for the MOTOR only that powers and controls the fan function. But there is a separate cable for lights.
There is a Lighting Node Pro, I believe - a box with two cables that go from Node Pro sockets to a mobo USB2 header and to a SATA power output from the PSU. Then it has two other sockets for connection to the second box (uses only one of these two) called a RGB LED Hub. This box has one input socket for connection to the Node Pro, another socket for power input from a PSU SATA power output, and six output sockets for the lighting cables of fans. You must connect the fans into those sockets in sequential order - use sockets 1, 2 and 3 only in your case for 3 fans. Once that is all done you must install and run the Corsair software utility iCUE to configure the lights.
Some Corsair packages now contain a slightly different lighting control system consisting on only one box that combines the functions of the Node Pro and RGB Hub, but I am not sure which system you have.