I would run them into a smaller pen, 24 x24 or smaller, and keep them there, do not separate the three, they will calm down faster when kept together than if you separate them. Give them a few days to acclimate to their new environment, before you start working them. You want to make sure they figure out that you are the one that feeds and waters them, this way they associate you with good things. Spend time around the pen; just be around but not threatening, you are trying to get past their natural instinct of flight or fight.
Once they calm down, should take just a few days you can run them through a chute and put a rope halter on them and let them drag it for a day or 2. Once they are used to the halter we start getting them used to the halter, some like to tie them, I prefer to put them in a smaller pen and get a hold of the halter and apply a little pressure, most calves will fight it for a while, they may fall down lay on their side or jump around, that why I like them in a small pen and just work from the outside, once they stop fighting it, you can start tying them. After that it is pretty much the same as for steers.
We don't leave the halter on them after the first few days of dragging it, we use the Sullivan's rope halter with the ring in it for breaking them, the ring allows for the tension to release much easier. We just run them into a small area and either you a show stick to maneuver it on them and at some point you can just put it on them.
If you do a search there are videos and tutorials out there, read a few and find what works best for you. Out 3 heifers one could be easy one could be a complete ideate one could just fall down and lay there, you just never know.
Good luck, take your time and remember it will not happen overnight, as long as you are making progress then you are winning. If you try and rush them or end up hurting thme it only makes the process longer, so go easy and steady it pays off.
