By default, these three tables will be called Table1, Table2, and Table3. Excel will ask you to verify that your data has a header row.
On each of the three worksheets, select the individual data set and press Ctrl+T. Behind the scenes, it will make a data set eligible for use in the Relationships dialog. But those words, “Format as Table,” undersell how much happens when you make a worksheet into a table.
The Format as Table icon on the Home tab (or Ctrl+T) sounds like it’s made for quickly formatting a worksheet. Say that you have a large invoice register on Sheet1 with fields like “Product ID” and “Customer Number.” If the data on Sheet2 is a product database and the data on Sheet3 is a customer list, then you can easily build a pivot table from data from all three worksheets without doing a bunch of VLOOKUP formulas to get the data back onto Sheet1. It was built into Excel 2013, but the relationship-building tools that help make it easy to do first arrived in Excel 2016. The ability to link data from two worksheets debuted as an add-in in Excel 2010.