A set S is closed under an operation f if, whenever f is fed elements of S, it produces another element of S. For example, if f is a trinary operation (i.e., a function of three arguments) then "S is closed under f" means "if x,y,z∈S then f(x,y,z)∈S".
For example, the set [integer Z] is closed under addition (because adding two integers yields another integer), but the set Z5={0,1,2,3,4,5} is not (because 1+5 is not in Z5).