Option 2 is using Excel functions. If you're asking whether or not it can be done without adding a helper column to concatenate the values, then yes, but it would require an array formula. If you have hundreds, or thousands, of these formulas it can take a bit to calculate them all.
=INDEX(Sheet1!$D$1:$D$100,MATCH($A2&$B2&$C2,Sheet1!$A$1:$A$100&Sheet1!$B$1:$B$100&Sheet1!$C$1:$C$100,0))
After typing that you must confirm using CTRL+SHIFT+ENTER, not just ENTER. When done properly, Excel will automatically add braces around your formula. {FORMULA}
Again, this assumes your data on sheet2 starts in row 2. If it's row 1, change the A2&B2&C2 to A1&B1&C1.