The three ports are usually "modem", "3G Application Interface", "3G PC UI Interface"
Some older 3G cards have two ports for modem and application interface.
I think it is so that the software can read signal strength etc while the modem port is being used for internet data.
Use whichever port works for your application. Modem port may respond to AT commands to send a text message etc.
You can try connecting to the port with hyperterminal, if you type ATZ modem port will respond OK.
You may have to stop the software supplied with the modem to be able to open the COM ports, only one program at a time can have a com port open.