I am assuming the standard Peano-Axioms, which can be found here https://en.wikipedia.org/wiki/Peano_axioms under "Formulation". Does one assume that a set of objects called $\mathbf{N}$ exists? A set is a collection of objects according to naive set theory, therefore, if not assuming that such objects exists, where are they coming from? I see it often that these axioms are used to define a set of natural numbers and that one then shows that any two sets that satisfy those axioms are isomorphic, which allows to speak of the natural numbers. But again, if not assuming that a set with objects exists, how can I construct a set?
I could write down things like $\{0,I,II,III,...\}$ which would satisfy the PA, but is this a set? What are its objects? I think one would have to assume something like: There exists a set $A$ that satisfies the PA and then define $I:=s(0)$, $II:=s(1)$ and so on. This would fix the problem, since in this case I would have assumed objects. However, this would only give me one set of objects. Meaning, I could also model $\{0,1,2,3,...\}$ by defining it the same way as above. This however would lead to $\{0,1,2,3,...\}=\{0,I,II,III,...\}$. Is it possible to have two models that are "only" isomorphic, meaning not equal but isomorphic? Or more strictly, is it possible to have two models with completely different objects?
As far as I see it, I need to assume the existence of some kind of objects, and then give those objects names such as $1,2,3$ or $0,I,II,III$, however, can I reverse this by giving names such as $0,I,II,III,...$ and find objects that model this set (in this case this should be possible when assuming the existence of some sort of natural numbers)? Is this possible for every set? Doesn't this also lead to ambiguity, since one does not know which model is meant?