The words in each set have a common connection, something that bonds all three of them in some way.
For example: The connection for "Penny; Zachary; Will" is
TV characters from Lost in Space= 1. A TOY STORE, A LINGERIE STORE, THE KENNEDY FAMILY
= 2. CABO GRIO, SPYRO GRYA, THE YELLOW JACKETS
= 3. AFL, WFO, USFL
= 4. FAITH, HOPE, CHARITY
= 5. A FLAG, A KITE, TIME
= 6. SEAMAN HAPPY HAINES, MURRAY SLAUGHTER, CAPTAIN STUBBING
= 7. SUPER MEX, FUZZY, CHI CHI
= 8. ESTROGEN, TESTOSTERONE, PROGESTERONE
= 9. BOB, TOM, ALLEY
= 10. STATE, SALES, INCOME