The three Dog heads location in Resident Evil 7

Go to the Recreation room on the second floor of the guest house.

You will find a big book in one of the corners of the room. Examine the book and you will find the blue dog head inside it.

Go to the main hall and Grab the pendulum from the clock.

Go back to the living room near the dinning room where you first woke up and found yourself with Jack's family.

You will find another clock in the living room. Put the pendulum there to get the white dog head.

Go to the Incinerator room in B1. Next you will have to solve the Dissection key puzzle to get the Dissection key. (See How to Solve the Happy Birthday Puzzle using Ethan – Resident Evil 7)

Open the Furnace that has a label that says Tamara in the inside (the last one to the right) and open the one that has a hand-print in red. Keep all others closed. You will find the Key in the last furnace to the left after you kill the monster.

Go to the Dissection room which is also in the basement. You will find the Red dog head in here but before you pick it up Jack will take it.

Go to the Corridor near the morgue. Climb the leader up and you will find the Red Dog head hanging on a chain. Note that you will have to Fight Jack once you grab it. (See How to get the Scorpion key & Shotgun in Resident Evil 7?)