If your bunnies have reached the age of puberty, which can start around 3 months of age, they do have to be separated. If they have not been spayed and neutered and gone through a proper bonding routine, it doesn’t matter if they are litter mates, they will fight and they can severely injure each other. They can also start reproducing at that early age, and you can wind up with one or more litters.
It sounds like you got one of the females today. First, you need to let a rabbit settle in for a week or more before you can even think of starting bonding sessions, and if she isn’t spayed, you can’t introduce her to any other rabbits anyway. They all have to have their surgeries, then you need to wait around a month for their hormones to die down, before starting bonding. You can do some pre-bonding first, by swapping blankets, toys, anything with their scent on it, but that should be done after they are spayed and neutered too so that they don’t have a hormonal smell.
Besides the bonding info that jerseygirl mentioned, here is another good article on bonding:
https://rabbit.org/faq-bonding-multiple-rabbits/
Bonding can sometimes be quick and easy, but it can also be difficult and take several weeks to accomplish. It will be even harder to bond a trio, so that may take longer. Sometimes, certain rabbits just can’t get along and they have to be kept separately forever.