I had centre console out yesterday at lunch time. Since I've had the car all three of those lights had never worked at the same time. They're pretty easy to get at.
1. Take the shifter trim out.
2. Undo the two screws at the bottom of the console trim and take that out.
3. Undo the 4 screws holding the climate control unit in.
In the case of mine, I looked at the back of the unit and was figuring out how to get the bulbs out when one of them started working. I never did take the bulbs out, but by turning them in their mounting, I got all three working for the first time ever! I assume they come out of the back of the unit, but as I said that wasn't necessary for me. Hope that helps.