Hello, this might be a dumb question, but bear with me. Am I suppose to be using different weights for different exercise ? For example I'm using dumbbells only to do 3 compound exercises per workout session, 3 days per week. The exercise are Chest Press / Back Row / Shoulder Press, and for the longest time, I've been using the same weight for ALL 3 exercise, when I increase the weights as I go, I increase for all 3 exercise as well, I assume that is wrong ? I should be using the appropriate weight for each exercise and also increase the weight individually based on the exercise as well ?

Yes.
Everyone strength and strong part is different. Imagine you have to curl or side lateral raise with the same size dumbbells.

You should try to increase the weights whenever possible for each exercise.
I typically do it the way that when I can hit 12 reps, i will increase 2.5 kg.
But having said that, ironically, i do dumbbell press for chest and shoulder with the same dumbbell size, because i train them almost equally and the progress almost equally too.
the back row is significantly lower weight for me.

Thanks for the advice. Now i get a clearer picture.

Just want to know, what weight are u on currently for chest and shoulder press ?

I've started with 10kg each side and done it with 27.5kg end of last year to 10~11 reps for chest and shoulder.
But I had since stopping for a while due to travel schedule and some life issues that i took a long 6 months break.
Now that i continue with a bare minimum once a week weight workout starting June, i had to start with 15kg and right now I'm still struggling with 20kg to hit full 12 on all 3 sets. I sometimes do an extra 4th sets till failure but definitely less reps.

But I'm a small guy with around 63kg that start lifting weight at 39yo. I'm 42 now

either different weights or different exercises doesn’t really matter as long as u are doing progressive overload in order to stimulate and improve your session overtime