I want 3 HM-10 connect with one HM-10. I google it for several hours but I didn't find how to do
No surprise there, it is not what bluetooth is really meant for, and you are probably better off using an NRF24 network.
I nonetheless believe what you propose can be done, and it [u]might[/u] be easier than normally supposed, by virtue of the way the HM-01 defaults to AT mode. The trick would be to power the single HM-10 off a digital pin, rather than the normal 5v pin, thereby enabling you to turn its power on/off. By turning it off, you break any existing connection and when power is reapplied, the HM-10 is in AT mode, thereby enabling you to programme a connection to one of the other devices.
This sounds tedious, but you're not doing it, Arduino is, and tedious things are what Arduinos do very well and without complaint.
In summary, three HM-10 are set up to auto connect with the one, which is configured to connect to the others singly, and under Arduino control, i.e. the AT commands are part of the operating programme, and variable, rather than a preconfiguration and static..