The owner of your server gave you the three files for the three different dimensions. In a singleplayer save file, these are automatically merged. But on a server, the three are separated so the owner can reset or overwrite each individually (which makes it a lot easier on the owner, believe me). To be able to play on the world that combines the three, you must make your own server. This is really quite simple, especially when you intend solely on using it for local use.
You can find some easy instructions here:
http://minecraft.gamepedia.com/...p_a_server
Since you aren't planning on releasing this server to the world, you don't need to worry about port forwarding or hosting. Once you've got the server going smoothly, there are only a few simple steps you must take to get your old world up and running. You need to replace the default "world" save file with the save files of your old server. Next, edit the server.properties file. Find where the line, "level-name" is and replace the default "world" with the name of your main save file (the one that isn't the nether or end). For example, if the name of your save is, "OldServer" just type that in under level-name. Alternatively, you can rename your save files, "world." And there you have it. Now you can start the server, go to multiplayer, and for the server IP, just type in "localhost." I hope this helps you!
