Welcome to the forum!
Worksheet code should go in Worksheet objects. To make sure that you add the right event code to a worksheet, right click its tab, View Code, and work there. Of course you can easily do that from the Visual Basic Editor (VBE) by doubleclicking the worksheet object in the Project Explorer. If is not visible, enable that View by clicking the View menu in VBE. Right click in the Project Explorer to insert Modules or insert them via VBE's Insert menu.
What you might want to consider is to pass your Target value to a Module. Then for each event in as many worksheet objects as you like, you call the Module rather than duplicating all of the code.
Please use code tags when pasting code. It will keep your code structure. Click the # icon in a reply or type the code tags manually. e.g. (code)'your code here(/code) and replace ()'s with []'s.
Your code in your module can be set to act on a passed worksheet object rather than the default if not specified, ActiveWorksheet. You probably need to post your Macro1-3 macros if you need help doing that.
Here is a short example showing the concepts that I explained.
Sheet1 and Sheet2:
Private Sub Worksheet_Change(ByVal Target As Range)
Macro1 Target, ActiveSheet, "Macro1"
Macro2 Target, ActiveSheet, "Macro2"
End Sub
Module1:
Sub Macro1(Target As Range, ws As Worksheet, s As String)
Select Case Target.Column
Case Is = 4, 5, 6, 7
MsgBox "Target.Column: " & Target.Column & vbLf & _
"Target's Worksheet Name: " & Target.Parent.Name
Case Else
Exit Sub
End Select
MsgBox "Worksheet.Name: " & ws.Name & vbLf & _
"String Value: " & s & vbLf & _
"Target.Address: " & Target.Address & vbLf & _
"Target.Address(External:=True): " & Target.Address(External:=True)
End Sub
Sub Macro2(Target As Range, ws As Worksheet, s As String)
Select Case Target.Column
Case Is = 4, 5, 6, 7
MsgBox "Target.Column: " & Target.Column & vbLf & _
"Target's Worksheet Name: " & Target.Parent.Name
Case Else
Exit Sub
End Select
MsgBox "Worksheet.Name: " & ws.Name & vbLf & _
"String Value: " & s & vbLf & _
"Target.Address: " & Target.Address & vbLf & _
"Target.Address(External:=True): " & Target.Address(External:=True)
End Sub
If your code is going to modify a worksheet, be sure to use Application.EnableEvents=False before and set it to True after.