You must control three or more creatures with different powers at the time the coven ability triggers and at the time the ability tries to resolve. They do not, however, need to be the same set of creatures in both cases.

For three creatures to have different powers from one another, each of their powers needs to be different. A 1/1 creature, a 2/1 creature, and another 2/1 creature aren't three creatures with different powers, even though both 2/1 creatures have different power than the 1/1 creature.