No. The Sister Wives on TLC have never claimed to be sisters, and they are not sisters, nor are they legally or genetically related in any way. They are Sister Wives - that is a title used to refer to women who share a husband, not to women who share a father or mother.
He is only legally married to one, the others were married to him in a religious ceremony, not a legal one. How that happened is they all met him and liked him and were willing to share him with other wives.