Indeed. And these cognates are traceable to the Arabic sifr (empty). https://en.m.wiktionary.org/wiki/%D1%86%D0%B8%D1%84%D1%80%D0%B0
The "correct" use (as far as I know) is:
"En siffra" (digit) is a single digit, like 7.
"Ett tal" (figure) is just any number of an infinite scope, something in math, and it can have decimals, e.g "3.14" or "3,14" if we use decimal comma which one are supposed to in Sweden, but computers have blurred that rule a bit.
"Ett nummer" (number) is one in a set of enumerated numbers, like phone number or lottery number.
In reality though, usage overlaps, and both siffra and nummer are used for any figure in some situations and/or by some people.
Also "nummer" is sometimes used for things with more than digits. For example "ett artikelnummer" (an item number/po number) can sometimes be e.g "ap1-724" with letters etc.
And I might as well include "ett belopp" (amount) that is used only for amount of money.