You would create three option buttons for each row. If you use Forms controls you have to put each group of three into a Group Box. If you use ActiveX then you would set the Group property to be the same for all three.
Frankly I think using this many controls is a error-prone to create and maintain, even though it's kind of cool for the user.
Here is an example where you just click directly on the cell itself. I did it down to row 39. The corresponding code is in the sheet module.
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