The first step to setting up a multi-boot system is to decide how you want to distribute the space between the operating systems and decide which partitions you will be sharing between them.
If you are using it, the efi partition MUST be shared between all three operating systems. You may have to enlarge it, but frequently it is large enough by default.
It is possible to share not just swap but also /home between Ubuntu and Fedora. However, this could cause issues as shared config files between different versions of the same software may not work well. If this does become an issue, you can continue sharing /home but create a new home directory (spelled differently) for your account in one of the operating systems, and then symlink shared files into the new directory. (I've shared /home between Ubuntu 18 and 20 without issue before, so it's probably not a big deal.)
It is also possible to share a data partition with windows. However, the best filesystem format to share between linux and windows is probably xfat which would not work well for /home. It might just be better to let linux mount the windows ntfs partition, but this has its own issues.
Once you have decided how to split your space, start by using the windows disk manager to shrink the windows partition.
Then install one of the other two operating systems; use the option to manually partition it, optionally creating /home and possibly swap, and leaving enough space for the third operating system.
When you install the third operating system, again select the option to manually partition, and create a new partition for / and select /home and swap that already exist, but make sure the option to format them is not selected. (It is ok to format swap, but if you do, you will have to go back to the second operating system and change the UUID in /etc/fstab to match and it may get upset when it can't find it the first time.) The installer may automatically recognize and select swap for you.
