Whole Numbers are simply the numbers 0, 1, 2, 3, 4, 5, ... (and so on)
"Natural Numbers" can mean either "Counting Numbers" {1, 2, 3, ...}, or "Whole Numbers" {0, 1, 2, 3, ...}, depending on the subject.
Integers
The set of integers consists of zero (0), the natural numbers (1, 2, 3, …), also called whole numbers or counting numbers, and their additive inverses (the negative integers, i.e. −1, −2, −3,...