These are all shortenings of Latin phrases. For e.g. and i.e, you can just say the letters! E.g. is short for exempli gratia (meaning "for example") and i.e. is short for id est (which means "that is", so you use it to clarify what you mean.)
For etc., you should say the full term "et cetera" (pronounced "et set-er-ah"). This means "and so on", or "the list could continue, but I'll end it here". Hope this helps!