This seems to be pretty straightforward to me. Just declare three CAsyncSocket instances, and initialize each. Make sure you bind them to different ports with the Bind function, or they'll bind automatically to randomized ports. After binding, call Listen to wait for an incoming connection. When a connection is recieved, the OnAccept method will be invoked.
To handle the OnAccept method, you're going to need to inherit from CAsyncSocket, like so: