Your payroll department shouldn't have been withholding taxes for Wisconsin or Kentucky, because both of these states have a reciprocal agreement with Indiana. Please see Which states have reciprocal agreements? for more information and a link to 42A809 to provide to your payroll department so they cease Kentucky withholding.
In order to receive a refund, you will prepare a non-resident tax return for both Wisconsin and Kentucky. You will report $0 source income to them, and receive all of the tax withheld back as a refund. Then, you will prepare Indiana as a resident, and report all of your income to Indiana. You will likely owe Indiana since your employer withheld tax for the other states.
