To [critically and analytically] talk about literature means knowing the language of criticism. [And] each critical [approach] has its own manner of speaking ....
The forms of [literary] criticism [and analysis] available ... have grown more complex, and ... a bit troubling. Some fundamental assumptions and practices regarding the reader's role have changed with them, making your job as a student and [literary] critic less easily defined and prescribed than it once was.
The quotation just above is from Dobie's introductory remarks and might serve to help focus your reasoning about the need for critical theories and the need to study them, which might also help pave the way to understanding these three theoretical approaches you mention. To start with, you are studying these literary theories of criticism and analysis because, as your course and text presume, you are learning to be a literary critic and analyst ("your job as ... critic"). You are also studying them because, as Dobie points out above, the options for theoretical criticism have increased as have the "problems" (the issues to be addressed or resolved) in literature increased. Some of these that Dobie makes examples of after the quotation are:
Literary canon definition: the accepted list of culturally authoritative texts has been challenged and changed, e.g., challenging the canonical place of Hardy's Tess of the d'Urbervilles and changing to canonizing Danticat's The Farming of Bones.
Multiple interpretations theory: Reader-Response and other more complex critical theories have spurred the position that there are unlimited multiple interpretations of a given text (a theoretical position that has been adopted as indisputable truth by some instructors, yet which, like all theoretical positions, is debatable--depending--upon the critical theory one approaches a text with).
Cross-disciplinary criticism (i.e., critical ideas from anthropology, sociology, economics): criticism that approaches a text from one or more academic disciplines that are external to Literature, such as Marxist economic critical theory; indigenous peoples anthropological critical perspective; Gender and Feminist sociological critical theories.
Reader's altered role to that of questioner of basic assumptions: illustrations of basic assumptions in Literature are that there is an author and that the moral assumptions of the author, whether criticising or advocating a narrative's moral ground, will be correctly communicated to the reader.
In order to wade this sea of modern re-envisioning of the role of critic and text, the student of literature must know what that sea is and (to carry on the metaphor) where the shoals, reefs, rip tides are. This addresses the need to study them. The need for the various theoretical approaches arose from different forces in different eras.
Structuralism, to put it simply, grew out of Saussure's search for an understanding of the total scope of language evolution. While language study, linguistics, had already begun to place language changes over time in context (e.g., the great vowel sound shift to more forward vowels), Saussure wanted to place language changes within a given time (e.g., the present effect on spoken English of Arabic speaking immigrants in England). This new emphasis on the present structure of language (as opposed to the past structure) led to a new emphasis in literature study based on the idea that "practically everything we do that is specifically human is expressed in language" (Richter) and that the structure (patterns) of language can reveal uniquely human meaning and intent.
Post-structuralism, born of existential uncertainty, reacted against this rigid exploration of examining language for the forms and systems of human meaning and interaction and labeled Structuralist constructs as fictitious frameworks superimposed on unstable symbols of concepts. Thus this theory emphasizes the structures that are external to language that exert power to create political and cultural norms through language. You might say that as the world of certainty fell apart, so did confidence in language and meaning.
Deconstruction, rising from within post-structuralism, questions the deep meaning of meaning itself contending that words--upon which communication has depended--have no stability and no limit to what is signified resulting in literature that contradicts itself and undermines its own meaning.
When understanding, applying and writing about literature through one or more of these and other theories, you will be enlightened about the potential impacts of literary words and the potential obligation of literary words to mold, undermine, direct, misguide, or be understood through various perceptions of various readers in various cultures. The goal is that then you will be able to add unique enlightenment of your own to the literary conversation about the importance of humanity and meaning as derived through Literature.