Did the 3 leading actors of the CSI crime series already made one episode together?thanks?

Not all together - no. CSi Miami has done an episode with CSI Las Vegas and with CSI New York but New York and Vegas have never met. I think it would cool though.

hockey_gal9 is right though about what has happpened but CSI New York also did a cross over with cold case.

you mean Miami ,NY & las veges ,the 3 of them no i don't think so ,but Miami did an episode with NY ,it was murder and the killer came from NY so Mac came to Miami to help the team with to catch the killer

The first episode of Miami was actually an episode from season two of CSI: Las Vegas.

The first episode of NY was an episode from season two of Miami.

Since then, Miami and NY have crossed over once more, and recently Vegas has done a crossover with Without a Trace. There has never been a three way cross, and if William Petersen (Gil Grissom on Vegas) has his way, there never will be.

Nope. Only Miami & NY been together.

William Peterson has stated that he doesn't want to be in a crossover with any of the other CSIs. That being said:

There has been a CSI/CSI: Miami crossover (Warrick and Catherine went to Miami)
2 CSI: Miami/CSI: NY crossovers, with Horatio going to NY both times.
There has also been a CSI/Without a Trace crossover.