I ordered three small items through amazon and theyre all coming at the same time. Are they gonna be in one box? ?

Did you choose to have them delivered in one box?

They should be put in the same box.  If they're arriving at the same time then there's no reason to deliver your items separately.

If one of your items requires separate packaging, then they won't put every thing together. 

"Do they package everything all in one box?"   Sometimes.

"Or just deliver them separately?"   Sometimes.

Not necessarily. They could be coming from different distribution centers.