It depends on the voltage rating of the LED's. If they can handle 3V a piece, you can run them in series. And, YES it does matter which side is anode and which is cathode. they all need to be facing the same way.
-|>|- -|>|- -|>|- -|>|-
If one is switched, no voltage will pass through them.
If the LED's aren't rated for 3V or more, you will pop them.