Hi Peethani Lokesh!
Thanks for contacting us with your question!
As you can read in API documentation "When two series are linked, only the first one appears in the legend. Toggling the visibility of this also toggles the linked series.". You can force to show the in legend by setting series.showInLegend property to true, just like in the demo below.
In your demo when I hover over series1 legend only series 1 is getting highlighted , I want both series 2 and 3 to be highlighted as they are linked to series1.
This behaviour is not official supported directly from an API, but you can achieve it with some custom JS code fired e.g. when the chart is loaded. Furthermore, I assume you want to link the second and third series to the first, so you can't do this using linkedTo: ":previous" in the third series, you should link it by id - just like in the demo below.