A connected space is a topological space that cannot be represented as the union of two or more disjoint non-empty open subsets.
I do not understand the definition precisely since the set $x^2-y^2=1$ is not connected but it can only be divided into two closed subset. Obviously closed subset is not the same as open subset right?
Let $C$ be your set and $U=C\cap \{(x,y): x>0\}$, $V=C\cap \{(x,y): x<0\}$. Then $U$ and $V$ are disjoint open subsets of $C$ whose union is $C$.