Since the required finite automate is NFA, we do not need to worry much about the details. It's usually much easier to create an NFA as compared to a DFA.
Here is the required NFA, with 5 states and $q_4$ as the final state.

EDIT:
Above was my previous answer. Maybe some others think of same in their first attempt. But that's wrong. As Prateek mentioned that it does not accept 00 and 000.
So I tried to correct it. Then created the following automata, which at first looked correct to me:

But this one is also wrong, consider the string 0010100.
So, I thought instead let's simplify the question a bit. Let's create an NFA for strings that start and end with a 0. I came up with this:

Now modifying this for our original question:

Hope I am correct this time. :)