I have 3 separate DTS to transfer tables.
They transfer tables from 3 different Access databases
into one SQL server database.
But I would like to make them into one dTS so that I can
just check on error log file.
Basic copy-pasting of the entire contents of your DTS packages into one would do the trick because a DTS can have many separate connections and many "tasks" even if they are not related.
Now, you might want to keep them separate because if one fails (because of data transformation for example), you could still run the other two. If you keep them separate, use 'dtsrun' with the SQL Server Agent to run all your packages in different steps (and setting the "On failure" option to "Go to the next step") hence -kind of- grouping them together.
You can enable DTS package logging as specified by BOL:
To enable package logging
Open the Data Transformation Services (DTS) package for which you want to create a log.
On the Package menu, click Properties to display the DTS Package Properties dialog box.
Do one of the following:
Save package logs to Microsoft® SQL Server™ by clicking the Logging tab, selecting the Log package execution to SQLServer check box, and then clicking an available server on which to save the package logs.
Security Note When possible, use Windows Authentication.
Save package logs to SQL Server 2000 Meta Data Services by clicking the Advanced tab, and then selecting the Show lineage variables as source columns and Write lineage to repository check boxes. On the Package menu, click Save As, and then in the Save DTS Package dialog box, in the Location list, select Meta Data Services. ... which will help you to assess the package(s) information.