sounds like a home repair question not automotive.
edit, i see the update, there are several different styles of 3 way lighted switches. but here is a basic tutorrial the packege should have come with instructions, if it did and u need extra help this should do it.
http://www.thecircuitdetective.com/3and4wyinfo.htm
you must have a test light and with a partner use the test light
to identify wires and mark them as you go.
otherwise if hte package has no diagram i would google the switches model # and diagram.
don't worry we have all been through this, wire i.d. is the first step.