The United States was the last one to join this group of allies. They remained neutral until 1917, and decided to join with these 3 countries.
France had been preparing for the fight after Germany and Russia went to war. Most of the fighting took place in France on the Western Front.
Britain joined when Germany had invaded Belgium. The British had declared war on Germany on August 4, 1914. The British troops had joined the French to stop Germany from coming any further across Western Europe.
Russia came into the war very early, because Germany declared war on Russia on July 31, 1914. After the Russian Revolution though, Russia left the allied powers to sign a peace treaty with Germany on March 3, 1918.
Italy was apart of these allies until Mussolini decided to leave because he was against war and didn't want to take part, however took part in 1915.