How do I set up a wireless network with an AirPort Extreme base station and two airport extreme but between apple devices either by ethernet

Just link the devices together by Ethernet, and configure them to all have the same network name, password and security type.

This Apple support document provides good general information on configuring different types of neworks using multiple AirPort routers.

http://support.apple.com/kb/HT4145

In particular, you would want to focus on the information regarding a "Roaming Network"