sdrsharp with frequency scanner plugin (as modified by 'thewraith', see detailed thread about that on RR) installed
Create a scan list using the "edit scan ranges button" using the lowest frequency and highhest frequency as the limits and with correct channel step and bandwidth.
Start sdrsharp and then highlight your scan range - click scan. You might have to lock out freqs inbetween during the scan to end up with just the freqs you want activating the sound out.
Some tweaking of scan parameters might be needed to get it how you want. You can use the built in sound recorder, your hits can be logged, total activity in each session can also be logged so quite a powerful tool.
Alternatively, using recent sdrsharp versions you can create 'slices' - these are extra instances of sdrsharp within the input device bandwidth
eg: if you are using a airspy R2 you could tune your main window to Frequency A and as long as Frequency B and C are within 8MHz of each other create 'slices' for two. Each 'slice' acts as an independent controller within the baseband so you can tweak settings such as individual bandwidth to fine tune on a noisy channel or a channel that suffers interference from nearby other users/multipath signals.
The audio from each slice can be positioned across a stereo stage...so with stereo speakers on your PC you canould have Freq A output to the left, FreqB output to the centre and FreqC output to the right - very useful feature (it can also be used with multiple instances of sdrsharp so if there was a frequency outside the bandwidth you monitored with a second full instance of sdrsharp you can move the frequencies to have four across the 'stage', or perhaps wo in one area, most importnat one somewhere else and another elsewhere...it's very flexible)
On modern sdrsharp using the up to date scanner plugin I don't think you can create a 'memory scan' in the same way as plugging three freqs into memory slots on a scanner. This was possible with a different (older) scanner plugin but that one likely won't work well with skinned sdsharp and is otherwise not as well featured anyway.
Another possible solution might involve the so called frequency manager suite but that is quite horribly bloated and requires a specific installation rather than the simple copy/paste of a single file and addition of a line of text in a text file that the frequency scanner plugin, and most other sdrsharp plugins, use. I binned that software very quickly and have never found reason to look at it again.