There's a bunch of guesses on how *h₁ *h₂ and *h₃ were pronounced in this Wikipedia page. They're usually defined by their effect in child languages though, so it's possible that some of those were actually multiple sounds.
For *h₃ you'll often see values like [ɣʷ] or [ʁʷ]; a labialised consonant (to explain why it often turns nearby vowels into [o] ) and voiced (as there are some claims that it voices nearby consonants, mostly Cowgill's Law)
My personal guess for *h₃ is completely heterodox, [ɸ]~[β]. I think that it's directly associated with *b being so uncommon in PIE.
They're called Laryngeals, and no one really knows how to pronounce them, from what I can tell.
Edit, there are two theories on how to pronounce them:
Rasmussen chose a consonantal realization for *h₃ as a voiced labialized velar fricative [ɣʷ], with a syllabic allophone [ɵ], i.e. a close-mid central rounded vowel. Kümmel instead suggests [ʁ].