First you need to add to your RAID device /dev/md0 new hdd partition (/dev/sde1, /dev/sdf1/dev/sdg1) in this case /dev/sdg1:
mdadm --add /dev/md0 /dev/sdg1
Then you need to grow your RAID device to the new number of disks X(4,5,6):
mdadm --grow /dev/md0 --raid-devices=4