On Friday, Mr. Deniz was scheduled for an initial appearance at Federal District Court in Billings.

According to reports, one of the victims, identified as Tana Shane, who was in her 40s, initially drove past Mr. Deniz near the family’s home on Wednesday morning and then returned with her husband, Jason Shane, who was in his 50s, and their daughter, Jorah, who is in her 20s, to help him. Family members provided the names to The Associated Press and The Billings Gazette.

Image A booking photo of Jesus Deniz Mendoza of Worland, Wy. who is suspected of shooting a family in Pryor, Mt. Credit... Park County, Wyoming, Sheriff's Office, via Associated Press

The reports quoted Tana Shane’s sister, Ada, as recounting what her niece told her about the attack from the hospital.

After the family returned to his vehicle, Mr. Deniz pulled out a .22 caliber rifle and ordered them to hand over money and their car, according to the complaint. The Shanes, members of the Crow Indian tribe, said they had only change.

When he told them to start walking, Tana Shane told her daughter in their native language to run, and she did, the complaint said. Gunshots rang out. The Shanes were killed, and their daughter was grazed in the head by a bullet. She also had a gunshot wound in her back.

A statement on the Park County Sheriff’s Facebook page said Mr. Deniz was arrested on Wednesday in the family’s car driving on a county road in Wyoming about 112 miles from Pryor.