Yes and no.
There's one sense in which the answer is unambiguously yes: Within the most popular scheme for embedding all of ordinary mathematics inside axiomatic set theory, the set that represents the set of natural numbers is identical to the set that represents the first infinite ordinal -- and by the way also identical to the set that represents the cardinal number $\aleph_0$.
Set theorists usually work in a context where this formalization is taken for granted, so they tend to say that $\mathbb N$ is the ordinal $\omega$. That works well for them. (They rarely use the symbol $\mathbb N$ anyway, preferring $\omega$ even in contexts where other mathematicians would use $\mathbb N$).
The arguments for an answer of no are a bit softer and more philosophical. But a good argument can be made that in everyday (rigorous but not formalized) mathematics, neither the natural numbers nor the ordinal numbers "are really" sets.
The number $2$, for example, is a separate idea from a set: namely the property shared by all collections that "contain one more than one thing". Ordinary mathematics allows these ideas -- which are not themselves sets -- to be collected as a set, which we call $\mathbb N$. And the ordinal number $\omega$ is not a set, but instead the abstract idea of the "thing" that is common about all infinite well-ordered sets that have no infinite proper prefixes.
With this "everyday" view $\mathbb N$ and $\omega$ are not the same thing, and are not even the same kind of thing.
This view is by no means shared by all "everyday mathematicians", though. Many seem to accept at least in principle to consider the set-theoretic formalization to be "what is really going on" -- but they still usually write things as if $\mathbb N$ and $\omega$ are different things, considering this distinction a helpful hint to the reader about which way to think about the thing in question is most relevant in each case.
Note that it is somewhat rare in "everyday mathematics" -- that is, outside axiomatic set theory -- to speak about ordinals at all. So a quick first-approximation rule of thumb could be to write $\omega$ whenever you writing for set theorists and $\mathbb N$ whenever you're writing everyday mathematics; then you will usually not go wrong.