It's really a job for a small microprocessor but if you want to stay with the 4017 thisi s what you do:
Manufacturers use different letters but I'm going to call the output pins 'Q'.
For the inner light, connect the output through diodes to each of Q0, Q1 and Q2,
For the middle light connect through diodes to Q1 and Q2.
For the outer light connect through a diode to Q2. Technically, you can omit this diode but it might cause a mismatch in LED brightness if you don't use it.
The idea is that the 4017 sequences Q0 then Q1 then Q2. When any of these is '1' the inner LEDs will be turned on but not the others. When Q1 goes to '1' the diodes conduct and the middle light also turns on. when Q2 goes to '1' the outer LEDs are also turned on. The other diodes keep the rest of the LEDs turned on as well.
Brian.