Obviously you want windows to be in extended desktop mode, so the desktop extends across all monitors.

From there, you have some options. You can have Vegas fill one screen, and use the other screen to move effects windows, the trimmer, project media, or any other component into... everything in Vegas is both dockable and undockable so you can take individual aspects of the UI and remove them from the main screen and carry them over to the secondary screen (Magix, please let us undock the color grading panel also!!!).

Alternately, you can stretch your timeline across both monitors, and use the space above to situate your other controls. For the third 4k monitor, go into preferences, and under "preview device", set the "display adapter" setting to correspond to the output on your video card that is your 4k monitor. It should read the resolution of "3840x2160" in the list, assuming you're sending a UHD 4K resolution to that screen from windows. If not, make sure you are before doing this step, you may have to restart Vegas for it to see any resolution changes made.

Then click the "video preview on external monitor" button just above Vegas' preview window. This will make your 4K screen go full screen with the video on your timeline, and the other 2 monitors will continue showing Vegas.