This is a fairly broad questions, there are many different types and brands of what you're looking for, I would suggest visiting your local electronics and consulting with an expert.
Well without knowing if you need a three way connection for video or audio or other this technique should work for all. You will need to acquire a splitter which will take one input and split it out into three outputs. Then just hook those into your devices like normal.
First, be sure you have three way switches. These switch have four terminals all of which will be used. Both of the poles on the switched are to be connected together and the green connector goes to earth. Lastly connect one throw to hot and the other to neutral.
The hot wire feeds one switch, the neutral wire splices and carries on, and the ground wire ) splices, connects and carries on. The switch then has a red and black wire that continue to the second three-way switch.
If it is a three way connection between computers you will need a router and three Ethernet cables you will also need to have computers with Ethernet ports. Once you have all this hardware plug it together and let windows do the rest