If you have three movies that you want to play one after the other in sequence, then you just need to have three layers in the timeline of a composition, with each layer's beginning (In point) lined up in time with the previous layer's ending (Out point).
There are instructions on this page for creating a layer based on a footage item (such as one of your movies): "Create layers from one or more footage items"
Since you are clearly new to After Effects, I very strongly recommend that you start here: "Getting started with After Effects"
Hey Todd, do you have a video on this topic so I can visually see what to do?
On the same topic that you recommended me to use for these 3 movies?
Please follow the link that I provided for getting started. It provides references to series of video tutorials on the basics of working with After Effects.