Remember not to confuse a classic particle, like a billiard ball, with a quantum particle, like a photon. A quantum particle is just a localized amount of energy or mass. In the case of a photon it is just a localized wave packeted of electromagnetic energy. As a wave there can be multiple wave packets at the same place at the same time.

So you have three photons in the same space, you could imagine the EM field like waves on a pond. When they all overlap you get a larger localized disturbance, where they all are there but indistinguishable from one another. Though that’s a simplistic view compared to reality in three dimensions with polarizations.