Which set represents the whole numbers less than or equal to 3?

A whole number does not have any decimal or fractional part.
The set of whole numbers is {0,1,2,3,4,5,6,...}. Zero is included in this set. We ignore negative values (if you want to include them then you'll be dealing with the set of integers).
Slightly related is the set of natural numbers {1,2,3,4,5,6,...} where zero is not part of this set.