Multiple figures with labels

\documentclass{article}

\begin{document}

See Figures~\ref{fig:first},~\ref{fig:second} and~\ref{fig:third}.
\begin{figure}
  \begin{minipage}{.33\linewidth}
    \caption{First caption}
    \label{fig:first}
  \end{minipage}%
  \begin{minipage}{.33\linewidth}
    \caption{Second caption}
    \label{fig:second}
  \end{minipage}%
  \begin{minipage}{.33\linewidth}
    \caption{Third caption}
    \label{fig:third}
  \end{minipage}%
\end{figure}

\end{document}