So you have one table with a composite Primary Key, each element of which references the Primary Key of another table.
Without specifics, let's take a simplistic example of a Student taking a Class taught by a specific Teacher. Each Entity (Student, Class, Teacher) can exist on its own (i.e. has its own table) and the association of the three is a student actually taking a class (OK, I'm ignoring dates in all this!).
create tableA ( id ... primary key ( id ) ) ;
create tableB ( id ... primary key ( id ) ) ;
create tableC ( id ... primary key ( id ) ) ;
( a_id ...
, b_id ...
, c_id ...
, foreign key ( a_id ) references tableA ( id )
, foreign key ( b_id ) references tableB ( id )
, foreign key ( c_id ) references tableC ( id )