In almost any development of mathematics — whether in set theory, or another formal system (e.g. type theory), or just in ordinary human language — the natural numbers $\newcommand{\N}{\mathbb{N}}\N$ themselves are one of the first, most fundamental objects defined. Definitions of logical syntax, models, and PA all come later, and don’t affect that original definition of $\N$ — so the naturals really are the specific set, not “any model of PA”.
For perspective: A very common mistake, for relative newcomers to logic, is to over-weight the importance of PA. I think a useful comparison is semiring structure. You can prove “$(\N,+,\cdot)$ is a semiring”, and this suffices to prove several facts about $\N$ — but there are many other different semirings, and many properties of $\N$ that don’t follow just from the semiring axioms, so it’s clear that these axioms are just a partial description of $\N$, an axiomatisation of some of the structure it carries — not a complete description of $\N$, and certainly not a definition of it. PA goes much further down the same road — it describes many more properties that $\N$ satisfies, and is strong enough to let us express and prove many more interesting things about $\N$ than we can from the semiring axioms, but it’s still not a complete description of $\N$, let alone a definition.
With that perspective in mind, the fact that $\N$ satisfies PA is just another theorem we need to prove. How we prove it depends on exactly which definition we use. A common approach approach in ZF or similar set theories is as follows: define 0 as the empty set, define a “successor” operation on sets by $s(x) = x \cup \{x\}$; then define $\N$ as
$$\{ x \mid \text{every set containing $0$ and closed under $s$ contains $x$}\};$$
spelled out in more primitive terms, it’s the unique set $S$ such that for any set $x$, $x \in S$ if and only if for every set $Y$, if $Y$ contains $0$ and is closed under $s$, then $x \in S$. (The axiom of extensionality tells us there’s at most one such set $S$; the axiom of infinity implies that some such $S$ exists.) This definition immediately implies “for every $Y$, if $Y$ is closed under $0$ and $s$, then $\N \subseteq Y$”, and is often phrased as “$\N$ is the least set containing $0$ and closed under $s$”.
From this definition, we can now prove the principle of induction quite easily. For any property $P(x)$ of natural numbers, if $P(0)$ holds and $P(x) \Rightarrow P(s(x))$ for all $x \in \N$, then the set $Y_P := \{ x \in \N \mid P(x) \}$ contains $0$ and is closed under successor, so is all of $\N$; that is, every $x \in \N$ satisfies $P(x)$.
It’s worth noticing that this is a stronger form of induction than the form required to show $\N$ models PA. This full version says that induction holds for any property of $\N$. The PA scheme just says induction holds for properties expressed using first-order logic and $0,1,+,\cdot$ — which covers many properties, but not all. In any non-standard model $(M,0_M,s_M)$ of PA, the full principle of induction will fail: the property “$x \in M$ is standard”, i.e. “$x$ is of the form $s_M^n(0_M)$, for some $n \in \N$”, will hold for $0_M$ and be closed under $s_M$, but doesn’t hold for all elements of $M$, since $M$ is nonstandard.