A slightly alternate approach than in the other answer (dividing up the sum differently):
Starting with the inside sum of
$$\sum_{s_1=\pm1} \sum_{s_2=\pm1} \sum_{s_3=\pm1} e^{-{s_1s_2}}e^{-{s_2s_3}},$$
we can factor out the term that doesn't depend on $s_3$ to get
$$\sum_{s_1=\pm1} \sum_{s_2=\pm1} \sum_{s_3=\pm1} e^{-{s_1s_2}}e^{-{s_2s_3}}=
\sum_{s_1=\pm1} \sum_{s_2=\pm1} e^{-{s_1s_2}}\sum_{s_3=\pm1} e^{-{s_2s_3}}.
$$
Now, let's look at the exponent of the internal sum, since $s_2$ is either $+1$ or $-1$, then $-s_2$ is either $+1$ or $-1$. Multiplying by $s_3$ which is either $+1$ or $-1$ results in one of each of $+1$ and $-1$. Therefore, the sum simplifies to
$$
\sum_{s_1=\pm1} \sum_{s_2=\pm1} e^{-{s_1s_2}}\sum_{s_3=\pm1} e^{-{s_2s_3}}=
\sum_{s_1=\pm1} \sum_{s_2=\pm1} e^{-{s_1s_2}}(e+e^{-1})=(e+e^{-1})\sum_{s_1=\pm1} \sum_{s_2=\pm1} e^{-{s_1s_2}}.
$$
By applying the same argument as above, we see that the exponent of this $e$ is one of each of $+1$ and $-1$, so we get
$$
(e+e^{-1})\sum_{s_1=\pm1} \sum_{s_2=\pm1} e^{-{s_1s_2}}=(e+e^{-1})\sum_{s_1=\pm1} (e+e^{-1})=(e+e^{-1})^2\sum_{s_1=\pm1}1.
$$
Since there are only two values for $s_1$, we get that this simplifies to $2(e+e^{-1})^2$, which can then be simplified in terms of $\cosh$.