I need to make three items in blender , and export them as an stl file, keeping them together for printing.

easier to print at once than starting the printing over and over .

If not Blender, maybe some other software?

It's possible in Blender.  Do you have a specific concern?  When exporting, just be sure you do not have any errors in your mesh like overlapping faces, holes, or non manifold topology.  Select the objects in your scene you want to export,  then select STL file format and include "selection only".  If you modeled in real world units, then leave scale as 1.0, and "forward = -Z and up= Y.  You will need to open the STL in a slicer that has a direct connection to your printer.  You can't do that from Blender that I kknow of.

I would follow any suggestion LuxXeon gives you but if you would like some additional info or tutorials that can help you with 3D Printing Artisans of Vaul has many tutorial tips to get the best result when 3D Printing and he covers the topics in easy to follow format https://www.youtube.com/@ArtisansofVaul/search?query=printing