House left to myself and 2 brothers. House was in trust (if that matters). House just sold at a loss. I am the executrix. I do know that I need to file a tax return on the estate. My question though is the money received from the sale is being split 3 ways. Do each of us need to add what we receive from the sale of that property to our salary on our personal income tax return?

No.

If the estate/trust sold the house, then the proceeds is an inheritance.

There is no FEDERAL inheritance tax, though some states do have an inheritance tax.