It's pretty pointless to use set builder notation for such a small set. (Homework always seems that way, doesn't it?)
Keep in mind that set builder notation is of the form
{expression | for <variable(s)> in {a bigger set} such that <condition>}
Here, you're working with integers, so the "bigger set" is going to be Z or Z+ or something.
The tricky part is figuring out a useful condition. For example, if your set was {2, 3, 5, 7, 11}, you could have said: {x | x in Z+ where x is prime and x <= 11}.