Well I can't seem to figure it out either. Only the one says anything (Mayhem is alone in his room. Havoc is in this room.) I answer Chaos and it says correct and that's all the further I can get as the others offer no clues.
Update:Seems there is a bug where their sayings do not come up so I'll tell you how to solve it, found this through a different walkthrough with maps. The one I gave above does not help much as there is not a map to coincide with the statue numbers given.
Ok here we go.
The first one all by itself as you come in is Devastation.
The ones in the fire room, as your looking at the portal in the room, the one on the left is Havoc, the one on the right Mayhem.
The ones in the plant room at the top of the map, the left one is Waste and the right one Chaos.
Hope that helps, dang game bugs.