How do we know that Satan, Lucifer, and Devil are the same guy? Satan seems like God's prosecutor in Job.
Lucifer is just the planet Venus that's used to describe king of Tyre.
Then Jesus talks about the devil once in Matthew http://www.biblegateway.com/passage/?search=Matthew+25%3A31-46&amp;version=KJV 

Are those the same guy?

They look like a bunch of different guys
The Bible says the devil = Satan in Revelation 12:9


  So the great dragon was cast out, that serpent of old, called the
  Devil and Satan, who deceives the whole world; he was cast to the
  earth, and his angels were cast out with him.


Regarding Lucifer the Bible says in Isaiah 14:12...


  How you are fallen from heaven, O Lucifer, son of the morning! How you
  are cut down to the ground, You who weakened the nations!


So this Lucifer fell from heaven, and Jesus said in Luke 10:18


  “I saw Satan fall like lightning from heaven."


Thus Lucifer = Satan.  Name changes often denote changes in character in the Bible, thus Lucifer the light bearer (once a good angel) had become Satan (the adversary).  

Learn more Bible truth at - http://www.amazingfacts.org/