The name of “Harpie Lady 1”, “Harpie Lady 2”, and “Harpie Lady 3” is treated as “Harpie Lady” for all purposes, including Deck construction. So you can have 2 copies of “Harpie Lady 1” in your Deck and 1 copy of “Harpie Lady 2”, but not 2 copies of each because you would have 4 cards in your Deck treated as “Harpie Lady”. This restriction also applies to your Side Deck, so if you have 3 monsters treated as “Harpie Lady” in your Deck, you cannot have any in your Side Deck.
The effect of “Harpie Lady 1” will increase the ATK of your opponent’s WIND monsters too.