They are not K-3s. They are CR-2 visa category. I assume you submitted an I-130 for each person.
They are all separate cases. They are not tied together yet. They will be processed individually at their respective USCIS service centers, then sent to NVC (assuming the I-130s were filled in correctly).
This is what you should do:
1. Do not submit fees or documents for any case until ALL three cases (I-130s) have been approved and have reached NVC.
2. Once ALL three cases are at NVC, pay fees and submit documents for them all.
3. Then, Contact NVC and the consulate and request the cases be connected and interviewed together.
Good luck.
I assume you submitted three I-130s (one for each person).....which is the correct procedure.