Let's first define the $3$ terms that you refer to in your question, and then we can look at some examples to illustrate any differences between them.
Number: a mathematical object used to count, measure, or label.
Figure: a number (commonly used in an applied setting such as statistics relating to the performance of a company).
Digit: any of the numerals from $0$ to $9$.
Numbers are very broad and so they include any integer, decimal number, fraction, negative number, or complex number. Some examples include $4, 52, 7.5, (-3),$ and $(5+3i)$.
Any of the above numbers could be referred to as figures. However, it is much more common for the term "figure" to refer to quantities in context, such as profit, loss, height, rates of change, etc. Some examples include $ {$} 1000, 112$%,$-£40$, etc. Figures are usually presented as tables but can also be expressed using diagrams, graphs, or charts (which are, somewhat confusingly, also referred to as "figures").
Finally, digits are any of the following numbers: $0,1,2,3,4,5,6,7,8,9$. There are exactly $10$ digits and so it is much clearer what we mean by these than the previous two terms.