You will have to buy the domain names separately, this will cost you some money for each one.
In regards to purchasing server space you will need to purchase a hosting plan that allows you to register multiple domains. The company I used to go with, Hostgator, allows for this on their "baby" plan: http://www.hostgator.com/shared, if you go to that link you'll notice the first thing it says in each of the boxes is "single domain" or "unlimited domains". The unlimited plan lets you have three domain names on one server. (I'm with Godaddy now for my hosting though because the service & software is better)