Take a look at Chapter 7 (Linear Models Overview) of the limma users guide. It has some good examples. To compare 4 groups consisting of triplicate samples you would do something like the following:

    library(limma)
    design <- model.matrix(~ 0+factor(c(1,1,1,2,2,2,3,3,3,4,4,4)))
    colnames(design) <- c("group1", "group2", "group3", "group4")
    # call lmFit on your data
    fit <- lmFit(yourdata, design)

    # create you comparisons of interest        
    contrast.matrix <- makeContrasts(group2-group1, group3-group2, group3-group1, group4-group1, group4-group3, group4-group2, levels=design)

    fit2 <- contrasts.fit(fit, contrast.matrix)
    fit2 <- eBayes(fit2)
    # fit 2 now contains all your comparisons
    head(fit2$coef)