You can define a convolution iteratively, as f\*g\*h = f\*(g\*h), etc. Or you could can extend the formula by summing over more index variables. So if you define
(g\*h)(n) = sum k=-∞..∞ g(k)h(n-k)
You could extend that as
(f\*g\*h)(n) = sum k=-∞..∞,j=-∞..∞ f(k)g(j)h(n-k-j)
You can continue in that fashion for more variables.
Or if you're asking how to compute it as a practical question, that depends. There's a lot of theory that might be relevant. Is this for a specific problem?