They are evaluated by all the three WHEN clauses regardless of the results of the evaluation of any other WHEN clause.
They are evaluated by the first WHEN clause. If the condition is true, then the row would be evaluated by the subsequent WHEN clauses.
They are evaluated by the first WHEN clause. If the condition is false, then the row would be evaluated by the subsequent WHEN clauses.
The INSERT statement would give an error because the ELSE clause is not present for support in case none of the WHEN clauses are true.