It depends on the monitor you have. You can achieve the aforementioned intended path via a 3.5mm splitter or daisy chain via a display port/thunderbolt header but it brings us all to one question, what are he make and model numbers for your monitors? If that isn't possible to provide then please pass on a pis of your I/O ports on each of the monitors(if they're not identical).
If your monitor doesn't have 3.5mm input then the project should be scrubbed as in retrospect audio from three monitors will be disorienting. Audio from your monitor will essentially be stereo so the best step for stereo would be to have the right and left speakers/outputs placed with respect to the user to form an equilateral triangle...