“Complain about” and “complain of” mean the same thing, but “complain about” is far more common, at least in American English. “Complain on” is not used. Examples: He complained about the food. She complained about her boss. You would not usually hear “complained of” in such sentences. When we do use “of”, it is usually “complaint of”. Examples: The police received a complaint of too much noise coming from the party. The airline gets lots of complaints of lost baggage.

"About" is the preposition typically used with "complain": "She was complaining about her boyfriend." "I hate to complain about things like that." "What are you complaining about now?" The only instances I can think of where you'd use "complain of" would be something going on with the body of the person in question, such as illness or injury: "He complained of a painful sprain." This is much more rare. You would never say "complain on." I mean, some people might, but it would be improper grammar.