What does Prophet Muhammad (Sallallahu Alaihi wa Sallam) mean that in this world he likes three most favorite things, woman, perfume and Salat? Did he mean that he likes his wives (Radiya Allahu Anhunna) to fulfill his sexual desires? Like to have sex with wives and enjoy them? What does he mean about perfume and Salat?

Praise be to Allah, the Lord of the World; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions. 
The Hadith of the Prophet (Sallallahu Alaihi wa Sallam): "Women and perfume have been made dear to me, but my comfort has been provided in prayer". The Hadith means that Allah put the love of his wives in his heart and also the desire of having sex with them. We explain so for the Hadith of Ahmad that reads: "Women have been made dearer to me in this world; I can restrain from food and drink but I cannot restrain from them". Anas (Radiya Allahu Anhu) reported that, "The Prophet (Sallallahu Alaihi wa Sallam) used to have sex with all of his wives and the last he took a bath. The companions of the Prophet (Sallallahu Alaihi wa Sallam) noted that the Prophet (Sallallahu Alaihi wa Sallam) was given the extra strength" .
In fact, this quality shows his perfectness in manhood; also this is a distinguished quality of the previous Prophets as reported about Sulayman (Solomon) and other Prophets (Alaihim al-Salaam).
Imam al-Nasa'i mentioned this Hadith under the chapter of 'loving women'. This heading confirms the aforementioned meanings.
Perfumes are also used to be a source of pleasure to Allah's Messenger. It is narrated in Sahih al-Bukhari that the Prophet (Sallallahu Alaihi wa Sallam) did not reject gifts of perfume.
As for prayer, he always used to feel delight in them, so he used to say Bilal (Radiya Allahu Anhu): 'O Bilal give us comfort by prayers'. It is apparent from this saying that he used to feel discontent from the worldly matters and seek his pleasure in the prayers. The reason is that the pray contains supplicating Allah, asking His Mercy, feeling of being in contact with Him and far from other worldly matters.
Allah knows best.