Triathlon rules:

This discipline is composed of three timed trials: A, B and C. For each trial, NPC referees are assigned to the numbered Checkpoints, whose name has the initial letter corresponding to the event. They must be passed in the numerical order indicated. If you miss one, you will be notified of at the next Checkpoint. No teleportation is allowed, nor is the use of any speed buff (such as eggs) - but the use of protecting buffs, like Invulnerability, is allowed.

Trial A: You must ride a mektoub to pass this one... And yes: your mektoub may have to swim.
Trial B : You have to swim to pass this one.
Trial C : This one is a foot race.

At the end of event C, you will find near the last NPC you visited a table displaying the total time you achieved.