If you don't want to involve additional hardware and are willing to spend a few minutes manually configuring the machines you want to keep off the internet, you could leave them connected to your existing router.
In the DHCP settings for your router (I don't know what model you have, but most allow this) you can probably restrict the range of IP addresses it gives out. For example on mine it looks like this:
My router has the internal IP address 192.168.0.1. Note that I've set the starting address to 192.168.0.10, which means that I am free to manually use the IP addresses from 192.168.0.2 to 192.168.0.9 on anything I want in the knowledge that they will not have an IP address conflict with any addresses automatically allocated by the router.
If your router has that ability, set it up in a similar fashion then manually configure the TCP/IP properties on the machines you do not want to have Internet access such that they each have a different IP address in the range that DHCP will not conflict with (for example on my network that could be 192.168.0.2, 3 and 4).
After making this change to your router configuration, or if you encounter IP conflict errors while performing the manual configuration described below, you may need to reboot one or more devices on your network if those devices were previously allocated an IP address in the range you have now excluded from DHCP (but this is a one-off thing).
Now you can manually configure the IP address, Network Masks and Default Gateway on each machine you want to prevent from accessing the outside world. The network mask can be virtually anything so long as it's the same on all 3 machines. I'd recommend using 255.255.255.0.
Then configure the default gateway on each machine to be the same as the IP address of that machine
Here's how the config would look (obviously each machine would have a different IP in the range you've excluded from DHCP):
Once this is done the 3 machines will be able to talk to each other but will not be able to access the Internet. If your subnet mask is the same as that allocated by the DHCP server (most domestic ones these days default to 255.255.255.0) then they will also be able to talk to any machines on your local network that are using DHCP.