A Turducken is not for the faint of heart. It takes a lot of work, but is a very impressive presentation. Everything starts raw, the duck and the chicken are boned completely (which you can ask your local butcher to do for you). The turkey is only partially boned, keeping the leg and wing bones. Make sure to start with a large 25 lbs turkey.
First lay the turkey down and season the inside. Spread a thin layer of whatever dressing you have, and lay down the boneless duck. Season, stuffing, place the chicken. Again with the seasoning and the stuffing. Last but not least, you have to close the birds up. Use a butcher’s twine and sew the turkey up, sealing everything else inside. You’ll need at least two people, one to hold the turkey together, one to do the sewing.
I highly suggest, as with any poultry, brining the meat first. Because you are dealing with a very large and dense loaf of meat, you need to make sure it’s cooked all the way through. It can dry out if you are not careful, but it is roasted uncovered just like a regular turkey. That will help give that nice deep rich color and hide the suprise inside as it will look just like a oversized turkey.
Paula Dean has a pretty good video showing the process.