This phrase here means everywhere.
Specifically, probably the Trailokya, the realm of desire, form and formlessness. The realm of desire is hell and earth. The realm of form and formlessness are different types of heavens.
The 10 realms, 10 directions, a three times are all common stock literary phrases that meant everywhere and everything and all times.
And I've lost track of how many ways I've seen the realms sliced up, into the 4, 6, 10 realms, and now with this question, 3!