my $n = 0;

my ($zero, $one, $two, $three );  #### This is the "my" in question
foreach ( qw( zero one two three ) ) {
    $$_ = $n++ || "zero";
}
my $msg = "";
foreach ( qw( zero one two three ) ) {
    $msg .= "$_ = '$$_'\n";
}
print $msg;

print qq(
zero = '$zero'
one = '$one'
two = '$two'
three = '$three'
);