To elaborate a little further, you would use the "Append" button in the connect GUI, or the "CONNECT ANY" or "CONNECT ALL" command from the CLI to group the 3 pads into one pin in the schematic.
CONNECT ANY specifies that any of the 3 pads can be connected, and CONNECT ALL specifies they all must be connected at layout time. In the GUI, the ANY option is shown by a dashed line next to the pin name, and ALL is shown by a solid line. You can toggle between the two in the GUI by clicking on the line.
EDIT: Also, that feature was added in 6.0, so as long as you don't have an ancient version...