With what topology? The topology inherited from the reals? (That is, the metric topology with d(m,n)= |m- n|.)
Morphism's point is that since R\Z is a union of a union of open intervals, The complement of Z is open and so Z itself is ?
However, don't think that "open" or "closed" are all the options. It is possible for a set to be neither open nor closed. It is even possible for a set to be both open and closed.