You only use two of the lines. Usually the contact state of a device like this is determined while the unit is powered off. However, I've seen devices that change their state after being powered on. So, with this being stated, you will make a connection to the line labeled COM. Next you will make a connection to either the NC, or, the NO line, but not both. If the contact state of the device does not change after being powered up you will make connections to the COM line and to the NO line, leaving the NC line *NOT CONNECTED*. If the device changes the contact state after powering up, then you will make connections to the COM line and the NC line. The second option will not work in an installation that is not part of a system that separates the device power and the "device state" power.
Are you using this device as part of a complete system, or as a stand alone DIY project?