What is the final playback device and video file format you are wanting to use?
As @CubeAce has commented for YT this is possible.
For DVD/Blu-Ray it is possible in Video Pro X (VPX) depending on the run time of the video. If the total run time for the 3 languages + no language option is less than 2 hrs, duplicate the video to 3 additional timelines 'movies' and to each add the appropriate language subtitles. When creating the disc in VPX they will appear on the disc menu as separate movies.
If the video is too long for the above method then for
DVD/Blu-Ray disc - you would need to use disc creation/editing software which supports the import of .srt files - a specific subtitle format and capability to switch the language file.
Video as a file, then depending on the player software being used and the file format required- there are several methods
Please don't post entirely in CAPITALS; It's considered to be the forum equivalent of SHOUTING (and hence impolite) and may result in other users ignoring your posts!
Since you say you want to use these multi-language videos for both DVD and YouTube please reread what @johnebaker and @CubeAce wrote in their first replies to you. Those are the only possibilities for achieving what you are trying to do.
For DVD/Blu-Ray disc with the proviso I mentioned before about total runtime of the 4 video clips being no more than 2 hrs ie 30 mins per timeline - see this tutorial on creating a Multi movie disc - you will add the same video to 4 timelines, and put the appropriate language subtitles to the videos on timelines 2 - 4 as required, timeline 1 being the no language subtitle version.