There are a few ways to make a three-layer video, but the most common way is to use three separate video files and layer them on top of each other in a video editing program.
The first step is to create your three video files. You can either create them yourself, or find three existing videos that you want to use. Once you have your three videos, open them in your video editing program.
Most video editing programs will have a layer system, where you can add and rearrange different video layers. To make a three-layer video, simply add your three videos to the project as separate layers. You can then rearrange the order of the layers, so that the video you want to be in the foreground is on the top layer, and the video you want to be in the background is on the bottom layer.
Once you have your layers arranged the way you want them, you can start editing your video. You can add effects, transitions, and titles to each layer, and edit each layer independently. This gives you a lot of flexibility in creating your final video.
When you're happy with your video, you can export it as a single file. This will create a new video file that contains all of your layers, and can be played just like any other video.
