Welcome to the forums……
Complete your three movies by creating separate video files.
Start a new project, nothing in the timeline.
Share create disc
On the first page add your video files, for each video file added a link will be created on the Title Menu
You can choose a variety of templates from the Gallery.
Select the Cogwheel lower left, Project Settings, the lower panel being the Navigation Controls.
Default is Auto repeat.
Continue to play next clip, choosing one of the titles will then play all titles to end of disc.
So if you chose Video 2 it will also play 3 then return to menu.
Back to Menu, will play the selected title only and return to menu allowing you to select another title.