The true statement about the relationships between the number sets is:
Whole numbers include all natural numbers and 0.
Here's a brief explanation for each option:
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Not all natural numbers are real numbers. - This is false, as all natural numbers are indeed real numbers.
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Some irrational numbers are also integers. - This is false because irrational numbers cannot be integers.
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Whole numbers include all natural numbers and 0. - This is true, as whole numbers consist of natural numbers (1, 2, 3, ...) along with 0.
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All rational numbers are also integers. - This is false, as rational numbers can be fractions (like 1/2), which are not integers.
Therefore, the correct answer is the third statement.