Do they every play just amongst themselves? Since there is 3 of them, I imagine they must play together?
But I'm sure it must be real hard. My daughter, was a little like that... although she did play/imagination play and think up things on her own, she always wanted ME to play WITH her all the time. Versus my son is lots more independent and will play on his own.
I guess, routinely tell them that Mommy has things to do, then go and do it. Tell them that they need to play by themselves. But if they need you, you are right there. Try explaining that everyone has things to do... perhaps, give the older kids some "chores" to do... simply ones that are age appropriate. The point being, not that they do it "perfectly" ... but just to keep them busy and learn the value of keeping busy. Tell them do do something, like wipe the tables, give them the things for it... and show them how, then let them do it. Then walk away, maybe being where you an see them, but then tell them "Mommy is here doing MY chores.... we will all work on our own chores now. " Then prompt them and tell them that after that, they need to sit down and work on a puzzle or drawing "For Mommy...." and then put out the paper and crayons on a table... The point being for YOU.. that you are telling them in advance WHAT they need to do... and what to do NEXT. So that they don't come to you every second asking you what next. Meanwhile, you set up everything and get out what they will need for their "activities" and then let them do it. In their own way.. but hopefully it will keep them busy, too.
Just an idea. But it may take lots of repetition... and your repeating yourself, for them to get the idea, and then get used to doing things on their own.
Or, perhaps try this: tell them that Mommy has to do "work"... and then sit down and open a magazine or read the mail etc. Something that will take time. Then DO NOT TURN ON the TV. Just sit and DO your "work." No talking or engaging with them. If they try to sit in your lap, tell them no, you are "working." The idea is: they may eventually get BORED "waiting" for you to finish YOUR "work." But just keep doing your "work." THEN, tell them, well if you are bored etc., then play with something... "Mommy is busy and can't right now.... and I need to concentrate so don't follow me around..."
Or tell them, "Mommy needs to rest right now... please go over there and let me have some quiet time.." then do so. But of course where you can see/hear them. And if they need to, they can call you. But try to get them used to the idea... then perhaps they will learn to put into action... the idea of playing with something on their own, or playing together.
Or, you might have to really structure them... have a "schedule" and make a routine for everyday, with an egg-timer... and so they know what to do WHEN.
Or if you find it unusual that they do not play by themselves, nor are able to, nor do any imaginary play... perhaps talk to your Pediatrician.
All the best,
Susan