The Three Men are 18th century additions to a Neolithic oval barrow, the outer rim still quite visible. This is the only burial found within the Meg's Walls enclosure.
The 3 cairns are said to commemorate 3 shepherds who died on the moor or, and the more believable story, 3 drunken priests returning from a funeral.
I do not know the origin of the "Three Men", but it is worth pointing out that it is only yards away from the junction of 4 early 19th century walls made of stones that look to me identical to the stones that make up the Three Men. A simple answer to their origin might be that they are the remains of the material dumps the wall builders must have had. It would certainly be remarkable if the wall builders had ignored 3 piles of walling stones and hauled similar material up from the quarries. There are some memorials to lost travellers in the Peak District, but the others are inscriptions.