Data=Import["Desktop\data.txt","Table"];

You will need to make sure that you change this to point to the right file.

I'm not sure the format of your data, but I will assume that in rows it is:
x   (Subscript[y, 1])    (Subscript[y, 2])    (Subscript[y, 3])

The below step gets you  rearranged tables of points:
{x,(Subscript[y, 1])},{x,(Subscript[y, 2])}, {x, (Subscript[y, 3])}

Data1=Table[{Data[[i,1]],Data[[i,2]]},{i,1,Length[Data]}];
Data2=Table[{Data[[i,1]],Data[[i,3]]},{i,1,Length[Data]}];
Data3=Table[{Data[[i,1]],Data[[i,4]]},{i,1,Length[Data]}];

Now we plot things, and combine them:

K=2;
P1=ListPlot[Data1,PlotStyle->{Red,AbsolutePointSize[K]}];
P2=ListPlot[Data2,PlotStyle->{Green,AbsolutePointSize[K]}];
P3=ListPlot[Data3,PlotStyle->{Blue,AbsolutePointSize[K]}];
Show[P1,P2,P3]

Change the value of K above to make the points look bigger (or smaller). You should definitely enlarge the graph to see all this data.