For three independent figures (i.e., not to be treated as three subfigures of one figure), there's no need to use additional packages; you can use three minipages:
\documentclass{article}
\usepackage[demo]{graphicx}
\begin{document}
\begin{figure}
\centering
\begin{minipage}{.3\textwidth}
\centering
\includegraphics[width=\linewidth]{image1}
\caption{Caption for figure 1}
\label{fig:test1}
\end{minipage}\hfill
\begin{minipage}{.3\textwidth}
\centering
\includegraphics[width=\linewidth]{image2}
\caption{Caption for figure 2}
\label{fig:test2}
\end{minipage}\hfill
\begin{minipage}{.3\textwidth}
\centering
\includegraphics[width=\linewidth]{image3}
\caption{Caption for figure 3}
\label{fig:test3}
\end{minipage}
\end{figure}
\end{document}

For three subfigures of a figure, you can use the subfig package:
\documentclass{article}
\usepackage[demo]{graphicx}
\usepackage{subfig}
\begin{document}
\begin{figure}
\subfloat[Caption for subfigure 1\label{fig:test1}]
{\includegraphics[width=.3\linewidth]{image1}}\hfill
\subfloat[Caption for subfigure 2\label{fig:test2}]
{\includegraphics[width=.3\linewidth]{image2}}\hfill
\subfloat[Caption for subfigure 3\label{fig:test3}]
{\includegraphics[width=.3\linewidth]{image3}}
\caption{A figure with three subfigures}
\end{figure}
\end{document}

The demo option for graphicx simply replaces actual figures with black rectangles; do not use that option in your actual document.