As people said, cycling you're only using your legs, and more importantly not supporting your body weight at all. Rowing you're pulling with arms and pushing with legs so doing more work, which means a lot more muscles being used but still not supporting body weight.
Running/walking, you're using your legs very hard, moving arms but not hugely hard but the whole time supporting your weight which means the workload on your legs is very hard, your joints have most of the support muscles active aswell as its not a mostly fixed motion like the other two, you're holding up your body weight so your back, abs, ass, quads, everything is working harder so its the best workout you can do, but obviously a lot more impact on your leg joints than the other two.
Then you've got all the crosstrainer type things, personally I don't like using any of them.