about it as a tree (often it is a binary tree)
A A vs. B 0.4 / \ 0.6 lost won A vs. C 0.4 / \ 0.6 0.4 / \ 0.6 lost won lost won A vs. D 0.4 / \ 0.6 0.4 / \ 0.6 0.4 / \ 0.6 0.4 / \ 0.6 lost won lost won lost won lost won
Now you search for the paths that you need. If A has to win all 3 Games only the right path fits. If you go down the tree you have to multiply the probabilities.
If more than one Path fits you need to search all the paths that get you the right result. Then you calculate the Probability for each of this paths and sum those probabilities up.