There are 3 mysql PODs, each of which has its own PVC and bound to different Volumes. Mysql data needs to be stored in one volume. Should all the PODs share one PVC?
MySQL (and other SQL databases) aren't built to operate with shared storage. If you want more than a single instance, then each instance needs its own dedicated storage. In a cluster configuration, each instance uses some form of replication to keep their local copy up-to-date with other members of the cluster.
This is generally what you want -- even if you could use a single shared PV, losing the PV would mean you would lose all your data. By using replication, another instance in the cluster can take over the primary role (or can continue providing access if you have multiple read/write replicas).
You could use a single volume and then use a separate directory for each instance, but as noted previously that makes your storage a single point of failure (and also a single point of i/o contention).
Will local storage be deleted when a pod is deleted?
If you are using ephemeral storage for the database, then yes. If you put the database stored on a (non-shared) PV, then no. Using a PV for storage is usually the best plan; in the event of a Pod restart (such as when upgrading versions) that minimizes the amount of data that needs to be transferred to resync the replica.