You can go with MIDI over USB, assuming all three have USB connectors. Each will show up as a separate MIDI data source in SONAR.
If USB isn't an option for all your devices, you can use conventional 5-pin DIN cables. You should be able to daisy-chain them, going from MIDI IN to MIDI THROUGH To MIDI IN. You do acquire a little latency doing that, but for only three devices it should be OK. Put the Fantom last in the chain, assuming that's your main keyboard.
Personally, I use a MIDI multiplexer for total unfettered flexibility, but they can be hard to find. One alternative would be to not use the 828's MIDI at all but rather a standalone MIDI interface such as the MOTU MIDI Express. It'll let you plug in 8 devices and route them any way you want.
All else is in doubt, so this is the truth I cling to.
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