1. ON= on (date), on (location, as in "on top of, over," etc.)
We are having a picnic on the 4th of July. He is going to put some steaks on the grill.
2. IN= in (location, with certain phrases), in (location, as in"inside", etc.)
I am in front of the building. Did you put the gift in the box?
3. AT= at (location, in general), at (direction, as in "toward," etc.)
I'm at the baseball game. She is at school. The teacher points at the board.