Which of these statements is true?

a.
some molecules may contain no atoms.

b.
some elements found in nature exist as molecules.

c.
some compounds include only one type of element.

d.
some atoms are made of two or more different elements

C is true.

There are some compounds that consist of two of the same elements forming homonuclear di-atomic molecules. However such are not considered as compounds per se. There are seven of these in the periodic table and they are all gases.  They are:

 Oxygen (O2), Colorless, odorless gas vital for life.

  Hydrogen (H2), The lightest known element.

 Fluorine (F2), Greenish yellow reactive toxic gas.

Chlorine (Cl2), Greenish yellow reactive toxic gas 

 Iodine (I2) Forms dense grey-black solid that produces purple vapors.

 Bromine (Br2). Forms dense red brown liquid with pungent odor.

They are referred to as di-atomic elements rather than di- atomic compounds.

d) physical means can be used to separate the components of air.