Step 1 – Express the two given numbers as fractions with the same (finite) denominator.
The numbers are given correct to four decimal places, i.e. each digit after the decimal point represents ten-thousandths.
Therefore
$$3.1415 = \frac{31415}{10000}, \qquad 3.1416 = \frac{31416}{10000}$$
Step 2 – Check whether any integer lies strictly between the two numerators.
The numerators differ by only 1:
$$31416 - 31415 = 1$$
Because there is no integer strictly between 31415 and 31416, the fractions with denominator 10000 do not give any new numbers between the two bounds.
Step 3 – Create room for intermediate numbers by multiplying the numerator and denominator of each fraction by the same natural number.
Choose 10 (any number > 1 works). Multiplying top and bottom by 10 keeps the values unchanged but increases the denominator to 100 000:
$$\begin{aligned}
3.1415 &= \frac{31415}{10000} = \frac{31415\,\times\,10}{10000\,\times\,10} = \frac{314150}{100000},\\[2mm]
3.1416 &= \frac{31416}{10000} = \frac{31416\,\times\,10}{10000\,\times\,10} = \frac{314160}{100000}.
\end{aligned}$$
Step 4 – List integers that now lie strictly between the two new numerators.
The numerators are 314 150 and 314 160. The integers strictly between them are
314 151, 314 152, 314 153, 314 154, 314 155, 314 156, 314 157, 314 158, 314 159.
Any of these will generate rational numbers that lie strictly between the given bounds.
Step 5 – Form three such rational numbers and, if desired, rewrite them as decimals.
Taking the first three candidates:
$$\frac{314151}{100000},\; \frac{314152}{100000},\; \frac{314153}{100000}$$
or, as terminating decimals,
$$3.14151,\; 3.14152,\; 3.14153$$
Verification: each of these satisfies
$$3.1415 < 3.14151 < 3.1416,\quad
3.1415 < 3.14152 < 3.1416,\quad
3.1415 < 3.14153 < 3.1416.$$
Thus, the three required rational numbers are indeed between 3.1415 and 3.1416.