I bought a 3 in 1 pack of DeepCool fans. Can the included hub control lighting as well?

This will generally come down to which fan set you purchased, and which hubs are included. To be clear, the PWM and RGB (or ARGB) hubs would be separate hubs. Some models would come with both (i.e. the CF120(3in1) would come with a hub for PWM and another for ARGB), while the RF120 set would only come with a PWM hub. Any fans plugged into either will replicate what is chosen for a single fan. You would have to plug the fans into their own A/RGB ports of a controller or their own A/RGB headers on a motherboard to control each fan separately.