Hey.
Those three files represent a single MyISAM table. To use it, paste them into the directory named after the database you want them to belong to, inside the data_dir.
For example, assuming the data_dir is "/var/lib/mysql", the three files may look like:
/var/lib/mysql/my_database/my_table.frm
/var/lib/mysql/my_database/my_table.MYD
/var/lib/mysql/my_database/my_table.MYI
Then restart your MySQL server and they should be available.
Note that some of the MyISAM specific directives in your
"my.cnf" file may cause problems if they are ratically different from their counterparts in the server that created the files. (So if this doesn't work, that's the first place you should look.)
P.S.
You may want to check out
Backup Methods in the manual. There are better ways to transfer/backup data than moving the raw data files around.
(Check out the mysqldump command.) 
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