There are many, many uses for these words.
Here are some examples, though:
I'm at home; at the store; at the dentist. ("At" shows general location)
I'm in the kitchen; in the 2nd aisle of the store; in the waiting room. ("In" often means you can be inside the location and is more specific.)
I'm on the couch; on the patio.
I'm from the USA; I'm coming home from school. ("From" often shows the place you are leaving or where you originated.)