You can’t. You’ll have to either create a new full course or upload the second and third parts to the first course.
Thanks FettahBen
@moonpool I believe you can do that from Udemy's new feature "Course Cloning" It allows you to take sections of your existing courses to create a new course. Instructor Page → Courses Page → Course Cloning Tab.
I tried to search for Course Cloning documentation but seems like the URL redirects to the homepage of Help Center.