Assuming that by "combining" you mean
[tex] \mathbb{N} \cup \{0\} [/tex]
the answer is false: the whole numbers are the natural numbers, but with both sign:
[tex] \mathbb{Z} = \{ 0,\ \pm1,\ \pm2,\ \pm3,\ldots\} [/tex]
So, even if you add 0 to the natural numbers, you still miss all negative numbers.