  [abridged] The Hubble and Spitzer Space Telescope surveys of the Frontier
Fields (FF) provide extremely deep images around six massive, strong-lensing
clusters of galaxies. The ALMA FF survey aims to cover the same fields at
1.1mm, with maps reaching (unlensed) sensitivities of $<$70$\mu$Jy, in order to
explore the properties of background dusty star-forming galaxies. We report on
the multi-wavelength photometric analysis of all 12 significantly detected
($>$5$\sigma$) sources in the first three FF clusters observed by ALMA, based
on data from Hubble and Spitzer, the VLT and Herschel. We measure the total
photometry in all available bands and determine the photometric redshifts and
the physical properties of the counterparts via SED-fitting. In particular, we
carefully estimate the FIR photometry using 1.1mm priors to limit the
misidentification of blended FIR counterparts, which strongly affect some flux
estimates in previous FIR catalogs. We identify robust near-infrared (NIR)
counterparts for all 11 sources with K$_s$ detection, the majority of which are
quite red, with eight having $F814W-K_s\gtrsim 4$ and five having
$F160W-[4.5]\gtrsim3$. From the FIR point of view, all our objects have
$z_{phot}$$\sim$1--3, whereas based on the optical SED one object prefers a
high-$z$ solution ($z\geq\ $7). Five objects among our sample have
spectroscopic redshifts from the GLASS survey for which we can reproduce their
SEDs with existing templates. This verification confirms the validity of our
photometric redshift methodology. The mean redshift of our sample is
$z_{phot}$=1.99$\pm$0.27. All 1.1mm selected objects are massive
(10.0$<\log[M_{\star}(M_{\odot})]<$ 11.5), with high star formation rates
($<\log[SFR(M_{\odot}/yr)]> \approx$1.6) and high dust contents (8.1
$<\log[M_{dust} (M_{\odot})]<$8.8), consistent with previous ALMA surveys.
