I need show that any closed subset $F\subset\mathbb{R}^n$ is the boundary of some set $A$ in $\mathbb{R}^n$.
Intuition tells me to take $A=F\setminus(\mathbb{Q}^n\cap int(F))$ and $int(F)$ is the set of interior points of $F$ but I can't prove that boundary$(A)\subset(F)$
Since $A \subset F$ you have $$\partial A \subset \overline{A} \subset \overline{F} =F$$
where $\partial A$ denotes the boundary of $A$ and $\overline{X}$ denotes the closure of $X$.
P.S. If it is the other implication you cannot prove, here is how you can prove it:
If $x \in F$ then we have two possibilities:
case 1: $x \in \text{Int}(F)$
In this case $B_r(x) \subset F$ for some $r$ and then $$ B_r(x) \cap \mathbb{Q} \subset A \\ B_r(x) \cap (\mathbb{R}\setminus\mathbb{Q}) \cap A =\emptyset $$
It is easy to show from here that $x$ is a boundary point of $A$.
case 2: $x \notin \text{Int}(F)$.
Then we have $x \in A$. Also as $A$ has no interior we have $\text{Int}(A)=\emptyset$ and hence $$A \subset \overline{A} = \overline{A}\setminus\text{Int}(A)=\partial A$$
This shows that $$A \subset \partial A$$ and hence, as $x \in A$ we get $x \in \partial A$ .
In both cases we showed that $x \in F \Rightarrow x \in \partial A$.