How to make the grace note of the 3 notes?

1. Select the note to which you wish to add the grace notes.
2. Open the Grace note palette
4. Double click on the 16-th grace note, it will get added
5. now double click twice more onto the grace note in the palette, it'll add two more grace notes in your score
6. use the arrow keys (left/right) to select the correct grace note and the up/down arrow keys to change their pitch

As that line arcs from the start of the grace notes into the chord, I don't think it's a tie, but a slur instead:

1. Select the first grace note
2. Press S to create the slur
3. Press Shift+→ two times to extend the slur until the chord

For closer reproduction, you might want to flip the stems/beams of the grace notes. Select any grace note and press X to do so.