"My question is, how do i connect the 3 switches, so that they work as one physical switch."
If you're asking, "do these switches have an proprietary high speed short-range interconnect?, then the answer is no. You would have to go up the range to a chassis style system.
"I just use 1 ethernet cable between each switch?"
For starters, I would use one. You can set up trunking later if necessary. Turn spanning tree on before you connect them in a loop.
"Would this not result into decreased performances when the data has to travel to another physical switch."
Theoretically, yes. In practice, you may well not be able to tell the difference.