I am trying to link 3 dashboards together and open each dashboard from another dashboard
What have you read and/or tried? If you are completely new to the idea and need a starting point, the link below should help get you started with dynamic drilldown which is the way I have approached this requirement in the past. If you come up with specific questions or need guidance on a particular part of it then try posting something specific in a new question.
http://docs.splunk.com/Documentation/Splunk/6.2.1/Viz/Dynamicdrilldownindashboardsandforms
You should also take a look at the Splunk 6.x Dashboard Examples app.