Do you mean in a panorama, or to simulate an HDR image (three images of the same subject bracketed with different exposures), or to make a composite of various elements from the different images, or something else?
If you want to post the images here you can get specific advice.
[EDIT] OOPS - thought I was in the Photoshop Elements forum, not Premiere. Is your question about combining three video files or three still images. If video then ignore my answer but give more details on what you mean by 'combine' and details of what version of PRE you are using and if Windows or OSX, if stills then you are in the wrong forum and a moderator will move it for you.
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If this post or another user's post resolves the original issue, please mark the posts as correct and/or helpful accordingly. This helps other users with similar trouble get answers to their questions quicker. Thanks.
Your issue does indeed appear to relate to a video editor, either Premiere Pro or Premiere Elements. It looks like you originally posted your thread in the Premiere Pro Forum and somehow a less descriptive version of it arrived in the Premiere Elements Forum where you are now.
I have 3 short videos that I'd like to combine into one- how can I do that?
In order to help us help you, please tell us what program and version of it that you are working with and on what computer operating system it is running. It is going to make a difference.
If you are working with Premiere Elements, then our next questions to you will include:
a. Where are these 3 short videos now - saved to the computer hard drive as 3 separate files or each video in a separate Premiere Elements project (project.prel file)?
b. What are the properties of each of these 3 video files?
Please review and consider. We will move forward on your question based on your details if your program is some version of Premiere Elements. If not, then you question is as placed in the Adobe Premiere Pro Forum where you should obtain your answers.