when you delete a record from the parent table, it will pass the ID to the delete behavior
use that ID to create a recordset that looks up the associated file names.
use the delete file behavior with the file name column from the recordset to delete the files, you will need to add a recordset repeat around the delete file behavior to loop through the recordset and delete each one.
using that same ID, you can add 2 other delete record behavior to delete the records from the other 2 tables.
It will take some custom coding to accomplish this, if you need assistance setting it up, we can help in a premiere support appointment:
http://www.webassist.com/premier_request.php