What should I do for VM machine that has 3 players on a single machine?

Silly idea. A processor with enough cores + motherboard to support it and the multiple needed graphics cards will drive the cost past 3 basic computers.

This part list from a PCPP guide fits the bill:

PCPartPicker part list / Price breakdown by merchant

Type Item Price
CPU Intel Core i5-4690K 3.5GHz Quad-Core Processor $219.99 @ NCIX US
CPU Cooler Cooler Master Hyper 212 EVO 82.9 CFM Sleeve Bearing CPU Cooler $28.99 @ NCIX US
Motherboard Gigabyte GA-Z97-HD3 ATX LGA1150 Motherboard $94.99 @ SuperBiiz
Memory *Team Elite 8GB (1 x 8GB) DDR3-1600 Memory $47.99 @ Newegg
Storage *Sandisk Solid State Drive 128GB 2.5" Solid State Drive $49.99 @ NCIX US
Storage *Hitachi Ultrastar 1TB 3.5" 7200RPM Internal Hard Drive $42.00 @ Amazon
Video Card *Gigabyte Radeon R9 290X 4GB Gaming Video Card $299.99 @ Newegg
Case BitFenix Comrade ATX Mid Tower Case $56.99 @ SuperBiiz
Power Supply EVGA SuperNOVA NEX 650W 80+ Gold Certified Fully-Modular ATX Power Supply $78.99 @ SuperBiiz
Prices include shipping, taxes, rebates, and discounts
Total $919.92
*Lowest price parts chosen from parametric criteria
Generated by PCPartPicker 2015-05-11 02:26 EDT-0400
/r/buildapc Thread