When they say "roster form" they basically mean "list out every element individually". Think of a roster on a baseball team. The roster lists all the players by name.
So
M = set of integers that are greater than -1 and less than 4
M = {0, 1, 2, 3}
The answer is {0, 1, 2, 3} which lists out all the numbers that fit the criteria mentioned above. Note how -1 is not part of the set. Neither is 4.
Note: if there are a lot of numbers to list out, then often you'll use three dots or ellipses to shorten things down. For example, writing {0, 1, 2, 3, .., 99, 100} indicates that we're listing all the whole numbers from 0 to 100 including both endpoints.