Installing Windows and a Linux Distribution in addition to OS X with stock software
The drives containing the macOS operating system are required to use a GUID  partition table (GPT) and contain at least one EFI partition. This table holds up to at least 120 partition entries. There is also a Master Boot Record (MBR) partition table on each drive, but this table is only used by Windows installations on older Mac models. 

While having extended partitions is theoretically possible, I have never seen any installation use such a configuration. There are other solutions that make extended partitions unnecessary. 

The Startup Disk pane of the macOS System Preferences application, can display other operating systems and startup managers, but on the latest versions of macOS, only the macOS and Windows operating systems can be selected. 

You can invoke the Startup Manager by holding down the option key on startup or restart. The Startup Manager menu can display and boot macOs, Windows, other operating systems and other startup managers. For other operating systems and/or startup managers to appear, the boot files usually have to copied to a location compatible with the Startup Manager.

On the newer model Macs, the instructions for adding Ubuntu after installing macOS and Windows can be found at the link below.

Installing Ubuntu on Mac with macOS and Windows already installed

If you already have macOS, Windows and Ubuntu installed on a Mac, the following link explains how to add Ubuntu to the Startup Manager menu.

Triple boot macOS High Sierra, Ubuntu, and Windows without rEFInd