Unfortunately, the IRIX 6.5.22 set you downloaded from SGI doesn't include everything necessary to upgrade from 6.3 to 6.5 or even enough to do a clean install IRIX 6.5 install. Those three disks are what's called an overlay set. They are intended to provide just enough to 'overlay' an existing IRIX 6.5 install to upgrade it to 6.5.22.
In a sense IRIX Overlay CDs are similar to the 'upgrade only' disks common to many other types of software - they only work to upgrade certain previous versions of that software, and can't be used to install the software from scratch.
If you'd like more information on the subject, or would like to see how other have resolved or recommended resolution of similar situations, you might try searching the forums for "overlay". To get you started here's a search I've set up for you:
search.php?keywords=overlay+&=Search
The results are pretty broad spectrum, you can add additional search terms and norrow the results if you see things that interest you.