Multiple RFID readers on Mega + Ethernet Shield

So I need use this "SoftwareSerial"?

No. Use Serial1, Serial2, and Serial3.

How I could connect it?

I like rubber bands. You might have better luck with wire, though. Connect the TX pin to an Arduino RX pin, connect the RX pin to an Arduino TX pin, and connect the grounds and power.

I tried this way:

RFID SDA - pin 12
RFID MISO - pin 13

Why? The RX/SDA/SS pin goes to a TXn pin. The TX/SCL/MISO pin goes to a RXn pin (where the n is the same for both RX and TX). You definitely need ground and power connected, too.