if progress supports sql similar to other databases, all you need to do is use three different joins to the customer table using table and column aliases
Code:
SELECT o.CustomerName AS order_customer
, i.CustomerName AS invoice_customer
, d.CustomerName AS delivery_customer
FROM SalesLine
INNER
JOIN Customer AS o
ON o.CustomerNumber = SalesLine.OrderCustNumber
INNER
JOIN Customer AS i
ON i.CustomerNumber = SalesLine.InvoiceCustNumber
INNER
JOIN Customer AS d
ON d.CustomerNumber = SalesLine.DeliveryCustNumber