The number of ways in which $m+n+p$ things can be divided into three unequal groups containing $m,n$ and $p$ things is $\dfrac{(m+n+p)!}{m!n!p!}$
I need help understanding this formula intuitively and its proof. Moreover, I don't get why this formula has no multiplication by $3!$ since there are $3!$ permutations of those 3 groups possible.
@Useless has given a good explanation. Here is another way to arrive at the same expression using binomial coefficients.
You can choose $m$ objects from $m+n+p$ in ${m+n+p \choose m}$ ways. After choosing $m$ objects, you are left with $n + p$ objects, out of which you need to choose $n$ objects, which can be done in $n+p \choose n$ ways. Now, you are left with $p$ objects out of which you need to choose $p$ objects which can be done in $p \choose p$ ways. So the total number of ways of choosing is
$$ {m+n+p \choose m}{n+p \choose n}{p \choose p} = \cfrac{(m+n+p)!}{(n+p)!m!}\cfrac{(n+p)!}{n!p!}\cfrac{p!}{p!0!} = \cfrac{(m+n+p)!}{m!n!p!} $$
Regarding the part of your question as to why there is no multiplication by $3!$: permutation of the partitions will give the same configuration, ie., if we partition the objects in this way: $(a_1, a_2, \dots, a_m), (b_1, b_2, \dots, b_n), (c_1, c_2, \dots, c_p)$, then it is identical to this configuration: $(b_1, b_2, \dots, b_n), (a_1, a_2, \dots, a_m), (c_1, c_2, \dots, c_p)$.
NOTE: This expression works only when $n \neq m \neq p$. In case, any 2 of $m, n, p$ are equal, say, $m = n \neq p$, then you need to divide the expression by $2!$ because each configuration would appear twice. Similarly, if $m = n = p$, you need to divide by $3!$, since the 3 partitions can be permuted to arrive at the same configuration.
In an older answer, I gave a general formula for partitioning a set, I will just copy it here:
Suppose we wish to partition a set of $N$ elements into $m_1$ partitions of $n_1$ elements in each, $m_2$ partitions of $n_2$ elements in each, ..., $m_k$ partitions of $n_k$ elements in each, such that, $N = m_1 n_1 + m_2 n_2 + ... + m_k n_k$ Then, the number of ways to achieve this is
$$ \cfrac{N!}{(m_1!m_2!\dots m_k!)((n_1!)^{m_1} (n_2!)^{m_2} \dots (n_k!)^{m_k})} $$
We divide by $\Pi (n_i!)^{m_i}$ because elements of each partitions can be permuted among themselves to arrive at the same configuration (and there are $m_i$ partitions of size $n_i$), and we divide by $\Pi m_i!$ partition of similar sizes can be permuted to arrive at the same configuration.