The pKas of these molecules go as follows:
benzoic acid < phenol < ethanol
Ethanol has the highest pKa (lowest acidity) because its conjugate base, CH3CH2O-[/sub], is not resonance stabilized. The conjugate bases of phenol and benzoic acid, however, are resonance stabilized (draw them out and check for yourself, phenol should have four resonance structures and benzoic acid should have five).