If we take ZFC (or some other set theory) as our meta theory, we can easily see that the axiom of infinity (of ZFC) gives a set of natural numbers (using the von Neumann encoding), which, when equipped with the successor function, is a model of the natural numbers.
It simply does have functions. According to ZFC, a function is a set whose members are pairs, such that no two different pairs have the same first element.
I mean this quite seriously: have you considered reading any first course in set theory?
As I have said a few times now, you should read any first course in set theory. I’m quoting my third-year notes from Cambridge there, but essentially every intro to set theory will say the same. (I’m sure someone will find a single counterexample that does it somehow differently.)
If we take ZFC (or some other set theory) as our meta theory, we can easily see that the axiom of infinity (of ZFC) gives a set of natural numbers (using the von Neumann encoding), which, when equipped with the successor function, is a model of the natural numbers.