If you have two that are uncastrated, one that is castrated and a ewe lamb, you would be best to sell them as separate lots, as in a 2, 1, 1. Thats if the two that are uncastrated are a similar size and weight. After they've been sold you won't need to worry about them as the auction will sort them out to where they need to be.
Are you taking them to sell fat or for breeding? If they're going to slaughter, they need at least 1 tag in, a yellow slaughter tag. Or if they are already tagged it will be fine as long as they are EID tags.
The auction should sort you out otherwise. I would advise to get a paper movement licence, as others have said, from the auction.
Also, have you sold or bought at the auction before? If you haven't you'll need to get an account set up in the office.