A datasheet would be helpful. If you do not have a datasheet you first job is to determine pinout.
I would guess the the terminals on the side with the triangle depression are the cathods (gnd).
Try one with a 330R resistor and 5V to see if that is correct.
I expect there are 3 unique LEDs in one package. If you have the voltage I would wire them in series with a single current limiting resistor. For this you need 3*Vforward+(drop from current limit resistor) could be over 5 V.
Putting them in parallel with 1 current limit resistor is possible. Not so much messy as it just uses more resistors.
The datasheet does not say if the LEDs are matched on one chip or how well they are matched so you probably cannot connect them in parallel unless each LED has its own current-limiting resistor.