You need to open the layers pallet. If each of the three photos are on separate layers, which is normal; you need to highlight each layer separately and apply a layer style to each one.
While moving and copying Layer Styles from one layer to another is possible in Photoshop Elements 10 and 11, it is not possible in 9 or earlier.
[EDIT: I meant this specifically to click+drag methods of moving and copying Layer Styles. Menu methods of doing the same were not metioned.]
One way is to copy and paste the layer styles:
1. Right click on the layer with the layer style and choose Copy Layer Style
2. Choose another layer and right click and choose Paste Layer Style
(or select all the other layers you want to copy the layer style to and choose Paste Layer Style)
The above also works between different documents.
(click on the screenshots below for larger views)
Also available under the Layer menu:
copy layer style
paste layer style