For example $\Bbb Z_2 \oplus \Bbb Z_3 \oplus \Bbb Z_5 $. How should I proceed from . . .
$$\begin{align} \Bbb Z_2 \oplus \Bbb Z_3&= (0,1) \oplus (0,1,2)\\ &=((0,0),(0,1),(0,2),(1,0),(1,1),(1,2))? \end{align}$$
Should I conclude that $$\begin{align} \Bbb Z_2 \oplus \Bbb Z_3 \oplus \Bbb Z_5&= ((0,0),(0,1),(0,2),(1,0),(1,1),(1,2)) \oplus \Bbb Z_5\\ & = ((0,0),(0,1),(0,2),(1,0),(1,1),(1,2)) \oplus (0,1,2,3,4)\\ & = (((0,0),0),((0,0),1)...? \end{align}$$
But that looks terribly inconvenient and messy just for a simple example. What should it be, with examples of how to interpret a sum of more than two groups?
First, use set braces like this: $$\mathbb Z_2 \oplus \mathbb Z_3 = \{(0,0),(0,1),(0,2),(1,0),(1,1),(1,2)\} $$ Second, what's inconvenient is to list out every element of the set. That's entirely unnecessary even for the previous example. Instead, write it a bit more compactly like this: $$\mathbb Z_2 \oplus \mathbb Z_3 = \{(i,j) \mid i \in \mathbb Z_2, j \in \mathbb Z_3\} $$ For three direct summands, use ordered triples, just like you would do for points in $\mathbb R^3 = \{(x,y,z) \mid x \in \mathbb R, y \in \mathbb R, z \in \mathbb R\}:$ $$\mathbb Z_2 \oplus \mathbb Z_3 \oplus \mathbb Z_5 = \{(i,j,k) \mid i \in \mathbb Z_2, j \in \mathbb Z_3, k \in \mathbb Z_5\} $$ For a general sequence of groups $G_1,\ldots,G_n$, use ordered $n$-tuples, just like you would for points in $\mathbb R^n$: $$G_1 \oplus \cdots \oplus G_n = \{(g_1,\ldots,g_n) \mid g_i \in G_i \quad\text{for each $i=1,...,n$}\} $$ For all of this, one simply has to keep in mind the general concept of an ordered tuple that one learns in set theory.