In each volcano plot figure I must have only 1 Experimental group vs Control?

Typically, yes, one axis is the log-ratio (exp/control), the other the log-P-value.

I was thinking in a 3d volcano plot showing all 3 experimental groups at once.

Do you mean 2 experimental groups? One axis must be the log-Pvalue.

Does anyone know some way to visualize differential express genes with more than 2 groups each figure?

A heatmap can be more informative, use fold-change or p-value for the color scale and you can separate by groups in one axis.