Off the top of my head, I don't recall what (if any) upper limit you have on a single window. I've been able to span two monitors with a single 3DGS windows but I haven't had a three monitor setup to test on.

You can also run multiple copies of 3DGS on a single machine, making each window appear on a different monitor and networking them to move together (Comm or Pro versions only).

The only problem with both these methods is that things can get very slow unless you have a really powerful computer (or a really simple level). If you want to go all out, I recommend networking 3 machines together, each one running the level on a single screen.