Neutrons,electrons and protons are said to be the smallest particles and they together make up an atom but what are they made up of? Like they cant just be present without any mass or such ,right?

Protons and neutrons are made up of quarks while electrons are made up of leptons. Leptons and quarks are "fundamental" (indivisible) particles. Leptons do not experience the "strong" or "hadronic" force that protons and neutrons do.