You must mean you had 3 allowances on your W-4 at work. That just tells your employer how much tax to withhold from your paycheck. By saying you had several allowances you got a bigger take-home check.
When you prepare your tax return, you say you do not have any dependents, so of course you cannot list any dependents on your tax return.
You may very well find out that you owe tax when you prepare your tax return, since you probably did not have enough withheld from your pay.