First of all, its quite obvious that here Lord Shiva is talking about three internal lingas that is located inside our body.
But, as is well-known, as is our body so is the cosmos. So, these lingas have locations outside our body too.
For example, in Shiva Samhita Lord Shiva says:
All the beings that exist in the three worlds are also to be found in
the body; surrounding the Meru (or the vertebral column) they are
engaged in their respective functions. (4)
But ordinary men do not know it. He who knows all this is a Yogi;
there is no doubt in it. (5)
So, these three lingas have internal as well as external locations.
The three lingas are also mentioned in NityAshodasikArnava's Chapter 5, Verse 20 as follows:
Yatra VA Kutrachiddese Lingam Vai PaschimAmukham| Swayambhu
BAnalingam VA ItarAdvAhapi Subrate......
At any places where Swayambhu, Bana or Itara linga are found being
west-faced .... [Here Lord Shiva is talking about doing some japa in
some particular places]
Those who don't know about it, NityAshodasikArnava is another important ShAkta Agama which is considered to be a part of the VAmakeswara Tantram.
My answer here is based on the commentaries given by the three Sri Vidya acharyas namely, Sivananda, VidyAnanda & BhAskararaya on NityAshodasikArnava's 5-20.
Internal Swayambhu linga:
In the MulAdhara chakra there is a four-petaled lotus. Inside that
lotus rests a triangle named "Traipura". Inside that triangle exists
the internal Swayambhu linga which has the glow of crores of
suns. The chit-rupini Kundalini Shakti embraces that linga just like a
snake embraces a tree.
External Swayambhu linga:
The external Swayambhu lingas are mostly small hills, hill-tops and
small stones that erupted out of the grounds.
Inside the AnAhata Chakra there resides a triangle in which is placed
the internal BAnalinga. It shines like gold as if it is smeared with golden
The Shivalingas that are obtained from and naturally formed on the
Narmada river bed are known as the external Banalingas.
Internal Itara linga:
In the AjnA Chakra there resides a two-petaled lotus, inside of which
is found the Shakti Trikona or Yoni. In which, exists the Itara Shiva
linga which shines with electrifying brilliance.
External Itara linga:
According to VidyAnanda external Itara lingas are Parvatalingas or
Lingas which are of the form of hills. An example will be the sacred
and well-known Arunachala Hill.
Likewise, there are the Shakti Pithas (Shakti Pitha means the bases on which Mahadevi or Parashakti rests, sits or stands) in our body as well as in the external world.
The Devi Bhagavata Purana mentions about 108 such pithas. Some Agamas mention about 51 of them. But ancient Tantra texts mention primarily about the 4 pithas as mentioned below:
According to YogasAra, In mulAdhara lies the KAmrupa Pitha, in AnAhata
lies the Purnagiri Pitha, in Visuddha Chakra lies the JAlandhara Pitha,
in AjnA lies the UdyAkhya or the UddiyAna Pitha. And in the SahsrAra
lies the internal KailAsa Kshetra.