I am trying to construct a continuous real valued function $f:\mathbb{R}\to \mathbb{R}$ which takes zero on all integer points(that is $f(k)=0$ for all $k\in \mathbb{Z}$) and Image(f) is not closed in $\mathbb{R}$
I had $f(x)=\sin(\pi x) $ in mind. But image of $f(x)$ is closed. 
I have a feeling that we can use some clever idea to modify this function such that it satisfy our given condition.
The simplest solution that would come to mind is to take that sine function and multiply it with an amplitude envolope that only approaches $1$ in the $\pm$infinite limit: $$ f(x) = \frac{1+|x|}{2+|x|}\cdot\sin(\pi\cdot x) $$
Plotted together with the asymptotes:

Incidentally, since you just said “not closed” but not whether it should be bounded, we could also just choose$$ f\!\!\!\!/(\!\!\!\!/x\!\!\!\!/)\!\!\!\!/ =\!\!\!\!/ x\!\!\!\!/\cdot\!\!\!\!/\sin\!\!\!\!/\!\!\!\!\!\!\!\!/(\pi\!\!\!\!/\cdot\!\!\!\!/ x\!\!\!\!/) $$
(The image of this is all of $\mathbb{R}$ which is actually closed, as the commenters remarked.)
A more interesting example that just occured to me:
$$ f(x) = \sin x \cdot\sin(\pi\cdot x) $$ Why does this work? Well, this function never reaches $1$ or $-1$, because for that to happen you would simultaneously need $x$ and $\pi\cdot x$ to be an odd-integer multiple of $\tfrac\pi2$. But that can never coincide because $\pi$ is irrational! It does however get arbitrarily close to $\pm1$, in fact it gets close to $-1$ quite quickly due to $\tfrac\pi2 \approx 1.5 = \tfrac32$. But it never actually reaches either boundary.