They can all be made into pretty light frames.
Steel frames tend to be the heaviest, if only because cheap steel tubing is, well, cheap. And cheap steel needs to have thicker walls for strength, so bikes made from cheap steel are generally heavy. But there's high-end steel, too. Higher-end steel is stronger and the walls of the tubing can be made thinner, resulting in a lighter bike.
Aluminum is stiffer than steel and stronger than steel for a given weight, so aluminum bikes can be made a little lighter than steel. Like with steel, there are different grades and manufacturing processes, so aluminum frames come in a wide range of price, quality, and weight.
Carbon fiber frames, when well-designed and manufactured, can be the lightest of the three. It's probably the material that gives engineers the most design flexibility. The thickness and direction of the fiber cloth can be varied at different parts of the bike so it can be stiff and strong where it needs to be, but light as possible elsewhere.
Anyway, to get back to the original question, there's not going to be a lot of difference in weight between bikes of different materials, so long as you're comparing bikes of similar quality.