Is it possible to refer to a specific section of the supplemental material? I will soon submit a paper to PRL. In the main text, I refer in many places to the supplemental material, which is divided in 3 parts. 
Let's say that at page 2 of the main I show a result, and I refer to the 1st section of the supplemental material, at page 3 to the 2nd, and at page 4 to the 3rd. 

Should I write in this case something like: "See supplemental material part 1", "See supplemental material part 2", etc or just "See supplemental material" each time, and leaving the reader to figure out where to look?
It's generally best to avoid making readers figure out anything.  I'd write "See supplemental material, part 1" or "See Part 1 of the supplemental material".  I can't think of any reason not to, unless perhaps you are extremely close to a page limit.