It is permissible to say "three zero". The team or participants' names should have already been made clear, of course. People also say "three to zero".

The standard way is "three-nil". The leading team is usually named: "the score is three-nil to Man U". If you have a score of 0-0, then you say "nil all". That's definitely how you'd express it with football and many other team sports, but it's worth checking for each sport.

Thank you very much!