Does the M:i Ult Coll. set have all three movies in 3 separate amarays in a box or all 3 discs in 1 amaray case ?

Someone can correct me if I'm wrong because I don't actually own it, but from what I remember from seeing it on store shelves, I think it was actually a digi-pack.

It was indeed a digipak. I think it may have had overlapping holders for the discs as well (could be wrong though). Also, MI:II in the "Ultimate Collection" doesn't include the bonus second disc that was included in the dvd re-release. Granted, the content on that disc is fluffy, but it's still a second disc. Reason why I went for the individual releases instead.

how about the first MI ? Is it the non anamorphic or anamorphic release?

the first MI film was the SCE anamorphic release in the Ult Coll.

Yes it is in digipack. And just to set the record straight, the ultimate missions set has 5 discs. These are the same as the m:i 1 sce 1 discer, m:i 2 se 2 discs and m:i 3 2 discs.