Using the code you have and addressing your specific question of how to convert your list to integers:
You can iterate through each line and convert the strings to int with the following example using list comprehension:
Given:
line =['3', '4', '1\r\n']
then:
int_list = [int(i) for i in line]
will yield a list of integers
[3, 4, 1]
that you can then access via subscripts (0 to 2). e.g. 
int_list[0] contains 3, 
int_list[1] contains 4, 
etc.
A more streamlined version for your consideration:
with open('data.txt') as f:
    for line in f:
        int_list = [int(i) for i in line.split()]
        print int_list
The advantage of using with is that it will automatically close your file for you when you are done, or if you encounter an exception.
UPDATE:
Based on your comments below, if you want the numbers in 3 different variables, say a, b and c, you can do the following:
   for line in f:
       a, b, c = [int(i) for i in line.split()]
       print 'a = %d, b = %d, c = %d\n' %(a, b, c)
and get this:
    a = 9, b = 8, c = 1
This counts on there being 3 numbers on each line.
Aside:
Note that in place of "list comprehension" (LC) you can also use a "generator expression" (GE) of this form:
    a, b, c = (int(i) for i in line.split())
for your particular problem with 3 integers this doesn't make much difference, but I show it for completeness.  For larger problems, LC requires more memory as it generates a complete list in memory at once, while GE generate a value one by one as needed. This SO question Generator Expressions vs. List Comprehension will give you more information if you are curious.