I am turning my comment into an answer. The best way I know to output the set $\{0,1,2,\dots \}$ from the set-theoretical construction goes as follows :
$$
0 = \varnothing, \quad 1 = \{0\}, \quad 2 = \{0, 1\}, \quad 3 = \{0, 1, 2\}, \quad \dots \quad \mathrm{successor}(n) = n \cup \{n\}.
$$
In other words, to create the positive integer $n$, you consider the "set that contains the set that contains the set that $\dots$ that contains $\varnothing$" + "the set that contains the set that $\dots$",and so on. Again in other words, the integer $n$ is the union of the sets that contains $\varnothing$ at $i$ levels of deepness, $i$ ranging from $0$ to $n-1$ (All this is only in familiar terms).
This construction can also be used to inductively define addition :
$$
n+0 = n, \quad n + 1 \overset{def}= \mathrm{successor}(n),\quad n+2 \overset{def}= \mathrm{successor}(\mathrm{successor}(n)), \quad \dots \quad n+(m+1) \overset{def}= (n+m)+1.
$$
Try to understand what I exactly said in the last definition.
You can also define multiplication using this definition :
$$
n \cdot 0 \overset{def}= 0, \quad n \cdot (m+1) \overset{def}= (n \cdot m) + n
$$
It is an exercise to show that those definitions have all the properties we know over positive integers : associativity, commutativity, etc.
Hope that helps,