No, in fact he only ever controls one piece, the Triforce of Courage. Regardless of the many rumours, you can never obtain the completed Triforce in any Zelda game, and Link never uses it either.The only way is through mods.
but then what about at the end of a link to the past he uses all three then correct?
Yes. In the ending of Link to the Past, Link uses the completed Triforce to undo what Ganon had done, if I am correct.