How can I wire three different lights together
As long as you wire them in parallel (all hots connected together and all neutrals connected together) and each is rated for the voltage you're using, it should be fine. (I'm assuming that the wire is large enough diameter for the current being drawn, the wire insulation is rated for the voltage, you properly ground everything, and other safety issues.)
It's really no different than plugging a 25 watt bulb, a 50 watt bulb and a 100 watt bulb into the same power strip.
Edit: upon rereading your question, I am concerned and you writing about putting the lights in a &quot;string&quot;. If you are talking about a serial string of low voltage lights connected to a higher voltage source (e. g. a string of 20 x 6 volt lights connected to 120 volt mains voltage), then no, you cannot mix wattages. You can probably mix different types of lights as long as the rated voltage and actual wattage (not equivalent wattage) are the same. If you have a &quot;60-watt equivalent&quot; LED which actually draws 10 watts, you must match that with other 10-watt lights. Also, you may have problems mixing LEDs and incandescent lights. Incandescent lights have a much smaller resistance when cold. If you have a bunch of incandescent lights and a few LEDs, when powered on cold, the LEDs may receive overvoltage and burn out.
Please edit your question to clarify what you are asking.