From what it's saying, you 3 will be in a mission and you can seamlessly toggle between any of them. Like in the "Tower Heist" type mission they used as an example. Offering one guy scaling the building side or another equipped with a sniper rifle watching his back.
I was a little skeptical about the 3 protagonists at first, but it's starting to sounds really interesting.
EDIT: Actually it's not a heist, it's a snatch-and-grab. Either way.