how to set one of 3 textfields to be mandatory

That would require using a script to perform the entire validation and submit process, which is a bit of an overkill...

One alternative it to set up a required (hidden) text field that will concatenate the values of all 3 fields, so that if they are all empty it will be empty as well as the validation process will fail.

If the fields are named Phone1, Phone2 and Phone3 you can use this code as the custom calculation code of that field:

event.value = this.getField("Phone1").valueAsString + this.getField("Phone2").valueAsString + this.getField("Phone3").valueAsString;