In addition to the answers above the command below will also work. I post it because it makes more sense to me. In each case it is 'using x-value-column: y-value-column'
plot 'ls.dat' using 1:2, 'ls.dat' using 1:3, 'ls.dat' using 1:4
note that the command above assumes that you have a file named ls.dat
with tab separated columns of data where column 1 is x, column 2 is y1, column 3 is y2 and column 4 is y3.