We're as Catholic as can be, and I've never heard the idea of moving the three wise men over a number of days. Although the first crèche was created by St. Francis of Assisi, they are not sacramentals, so I don't believe there are any specific "rules" about them. In our house, the nativity scene is meant to depict the entire story of Christ's birth, so all the figures are present, all the time.