If you want to start playing a new style , get your self into it by choosing a couple of songs , get their tabs and start playing them ... This way you'll find yourself figuring out lots of stuff on your own first, which is way better than waiting for someone to show you the way.
In case you have a problem with a specific line in a solo or something, just ask about it here.
Anyway , about trademark techniques for the players you mentioned
Malmsteen - Alternate Picking , Sweep Picking
Joe Satriani - Lots of Legato
Steve Vai - I don't think anyone can explain his technique in words, videos might help.
John 5 - Who's that ? :confused: