New MacBook Pro 13" (late 2016) with three external 4K monitors

Solution 1:

Apple says that the 13 inch MacBook Pro will only support two thunderbolt displays so you should plan to rent or be able to return any hardware purchases you make if you can't get three displays to work.

• https://support.apple.com/en-us/HT204154

I'm not saying it won't work even though not "officially supported" - just that it might not work even if you have cables and ports to connect all three devices due to driver or software issues and not cable/connection issues. You'd want a Mac Pro if you need up to 6 displays as they have the graphics horsepower to run those pixels in an officially supported configuration.

Solution 2:

Unfortunately the Microsoft Display Dock that Allan mentions doesn't help here.

I purchased one specifically for use with the MacBook Pro and after testing: whilst the USB ports do work, neither the HDMI nor the DisplayPort are functional.

It's not clear if a driver update on either the adapter or Mac end of things could remedy this failure, but as of January 2017 there isn't a product to get 3 4k displays working once you have them connected physically.