If you mean the order in which they were published, the Silmarillion comes first, then Unfinished Tales, then The Children of Hurin.
If you're asking where they stand in the chronology of Middle Earth, things get complicated, because only The Children of Hurin is a single story. The Silmarillion is a collection of separate narratives, of which the earliest describes the creation of the world, and the latest deals with the overthrow of Sauron at the end of The Return of the King. Unfinished Tales is a collection of stories and essays from the long history of Middle Earth, starting with the coming of Tuor to Gondolin in the First Age, and finishing with various doings in Rohan during the second and third volume of LOTR.
The Tale of the Children of Hurin is present in all three books. In the Silmarillion, "Of Túrin Turambar" is one of the chapters in the Quenta Silmarillion, which is the second and longest section of the book. A portion of the Narn i Chîn Húrin (The Tale of the Children of Húrin) is the second fragment in Unfinished Tales. It's a prose version of an earlier narrative poem (long, epic, alliterative, unfinished) called "The Lay of the Children of Húrin," which was published in 1985 in The Lays of Beleriand, the third volume of The History of Middle-earth.
There's a reason it's taken so long to edit and publish Tolkien's extant leftovers.