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Yes, because natural numbers are your counting numbers (1,2,3,4...) Whole numbers are natural numbers and zero (0,1,2,3...) and integers are all of the natural numbers and their opposites and zero (...-3,-2,-1,0,1,2,3...).
Negative integers are whole numbers but not natural numbers. Mathematicians are undecided about zero. It is a whole number: some believe zero is a natural number, others do not.
The set of natural numbers plus zero is the set of all non-negative integers. Please note that the definition for the set of natural numbers is ambiguous. Some definitions include zero, while others exclude it.
Whole numbers include 0,1,2,3.... Natural numbers are the same numbers, excluding zero.
Integers