They call in to JFK
tower when they're in the air, by virtue of generally needing to transit through the New York Class B. They then get handed off to LGA
tower if they're heading north, or to nobody in particular if they're heading further west. When they're returning to Floyd Bennet (which is pretty much directly under the VOR approach to 13L and 13R), they'll call the tower again. Three of them on the frequency at once is uncommon, but not at all unheard of.