They all mean almost the same thing. "On a farm" means you are physically standing ON the farm's land. "At a farm" just means "The farm is where you are at(now)" "On a farm" and "At a farm" mean the same thing. Except "On a farm" would be more specific. "In a farm" means you are physically INSIDE the farm, whether It's inside the farm house or inside a building on the farm. However, they all mean pretty much the same thing :)