After reaching a certain point with each of the girls, you'll have to make a choice for each of them as to how to proceed with them. So each girl has two routes (or at least mom and her two daughters, not sure if the blonde's development actually already went that far, probably not). All routes have sex, the routes just differ in the general stance the girl has towards it.
It's been quite a while since I've played this, but iirc Martha is either actually loving mommy or just trying to help her son's urges like some kind of chore, Lucille either stays more innocent and thinks of it as games or gets a bit more 'sexually enlightened', and older sister is dominant or submissive.
Both routes have the same scenes/events respectively but they play out differently depending on the route.
Sorry, I hope you get it, this probably could've been said with a lot less words.