Suppose I, J are complex structures and
IJ = -JI
i.e., they anticommute. Then
(IJ)^2 = (IJ)(IJ) = -(IJ)(JI) = + I^2 = -1
and hence (IJ) is also a complex structure. Call it K. It is not too hard to verify that these 3 complex structures satisfy the quaternion algebra,
IJ = K, \qquad JK = I, \qquad KI = J, \qquad I^2 = J^2 = K^2 = IJK = -1
Such a manifold is called hyper-Kaehler and must be of dimension 4n. A hyper-Kaehler manifold has holonomy Sp(n). In 4 real dimensions (i.e., n = 1), we have Sp(1) = SU(2). In general, Sp(n) is a subgroup of SU(2n). Hence all hyper-Kaehler manifolds are Calabi-Yau.
So, in order for such a triplet of complex structures to exist, it is at least necessary that the Ricci form vanish. In 4 real dimensions, this condition is also sufficient.
Suppose we're only interested in 4 dimensions. Define the orientation such that the Kaehler form J is anti-self-dual. Then I and K are also anti-self-dual, and orthogonal to J. That is, I, J, and K span the space \Lambda^2_- (M). So if you are given one of the complex structures, you can work out the others algebraically.