Well there are various solution to insert into multiple tables.
You can do it using entity framework, LINQ to SQL etc. The best way to do it through stored procedure is shown below.
DECLARE @DepartmentID int
DECLARE @EmployeeId int
Insert into Table 1(ID, EmployeeName)value('1','ABC')
SELECT @EmployeeId=SCOPE_IDENTITY()
Insert into Table 2( DepartmentName, Location) value('Test','Bangalore')
SELECT @DepartmentID =SCOPE_IDENTITY()
Insert into Table 3( EmployeeId , DepartmentID ) values(@EmployeeId ,@DepartmentID)