What does it mean to prove that a set of binary integers is regular?
The question asks you to construct a DFA for the language

$$L = \{x \in \{0,1\}^* : x \text{ is the binary representation of an integer that is divisible by three}\}.$$

In other words, the DFA should accept a string if and only if this string is the binary representation of a number that is divisible by three.