From what I can understand, they're telling you to say the types of numbers those groups fall into.
So, the first group, A. {1, 2, 3, 4,…}, is natural numbers. The reason for that is natural numbers are any whole numbers that are positive and not zero.
The second group, B. {0, 1, 2, 3,…}, would be whole numbers. The reason for that is whole numbers are non-negative numbers.
The third group, C. {-2, -1, 0, 1, 2,…}, would be integers. The reason for that is integers are whole numbers that extend to the negative values.
I really hope this helps, have a great day :)