first of all... no you do not have to use all 3.
concealer is mainly for covering dark circles or bags around the eye area, or to cover dark spots on the face, like acne scars, sunspots etc
foundation is used mostly to even skin tone and to make it look clear and blemish free. Also, some foundations offer spf against the sun and also they can have either mattifying or hydrating properties that can be of use depending on your skin type ( oily, dry etc)
powder can be used alone to even skin tone, or to set your foundation to give it a clean, finished look. also, powder is great for those with oilier skins as it normally has mattifying properties and can be used for touch ups on any oily parts of your face throughout the day.
hope this helps!
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