Let $\omega$ be a $2$-form on $\mathbb{R}^3\setminus\{0\}$ defined by $$ \omega = \frac{x\,dy\wedge dz+y\,dz\wedge dx +z\,dx\wedge > dy}{(x^2+y^2+z^2)^{\frac{3}{2}}} $$ Show that $\omega$ is closed but not exact.
What I have tried so far: In order to show that $\omega$ is closed, I need to show that $d\omega=0$. I'm having some problems getting all of the calculus right and somewhere along the way I'm messing up. I started by rewriting $\omega$ as $$ \omega = (x\,dy\wedge dz+y\,dz\wedge dx +z\,dx\wedge dy)(x^2+y^2+z^2)^{-\frac{3}{2}} $$ Now I should be able to use the product rule to evaluate (I think). Then $$ d\omega = (dx\wedge dy\wedge dz+dy\wedge dz\wedge dx +dz\wedge dx\wedge dy)(x^2+y^2+z^2)^{-\frac{3}{2}} + (\ast) $$ where $$ (\ast) = (x\,dy\wedge dz+y\,dz\wedge dx +z\,dx\wedge dy)\left(-\frac{3}{2}(2x\,dx+2y\,dy+2z\,dz)\right)(x^2+y^2+z^2)^{-\frac{5}{2}} $$ Even after trying to simplify everything, I can't get it to cancel. This makes me think that perhaps I can't apply the product rule like this.
What should I do to calculate $d\omega$?
If $\omega$ is a globally defined smooth form and if $d\omega=0$, then $\omega$ is exact because there is some other form $\alpha$ with $d\alpha=\omega$ and $d^2\alpha=d\omega=0$. Because $\omega$ is not defined at $(0,0,0)$, it makes sense that it isn't exact.
Is there a way to use the above reasoning to show that there can't be an $\alpha$ such that $$d\alpha=\omega?$$
Your idea is good. Define $r = (x^2 + y^2 + z^2)^\frac{1}{2}$, $f(x,y,z) = \frac{1}{r^3}$ and $\mu = x dy \wedge dz + y dz \wedge dx + z dx \wedge dy$.
Then by the product rule: $d(\omega) = d(f\mu) = df \wedge \mu + f d\mu$. Let us hold hands and calculate:
$$ d\mu = dx \wedge dy \wedge dz + dy \wedge dz \wedge dx + dz \wedge dx \wedge dy = 3 dx \wedge dy \wedge dz. $$
$$ df = \frac{-3}{r^5} (x dx + y dy + z dz)$$
$$ df \wedge \mu = \frac{-3}{r^5} (x dx + y dy + z dz) (x dy \wedge dz + y dz \wedge dz + z dx \wedge dy) = \frac{-3}{r^5} (x^2 dx \wedge dy \wedge dz + y^2 dy \wedge dz \wedge dz + z^2 dz \wedge dz \wedge dy) = \frac{-3}{r^5} (r^2 dx \wedge dy \wedge dz) = \frac{-3}{r^3} dx \wedge dy \wedge dz $$
$$ df \wedge \mu + f d\mu = \frac{-3}{r^3} dx \wedge dy \wedge dz + \frac{3}{r^3} dx \wedge dy \wedge dz= 0. $$
Phew. As you see, in the calculations, you use a lot the antisymmetrization properties of the wedge product. You just need to do everything carefully, and it will come out.
For the second question, if it would be an exact form, the result of integration of $\omega$ on every two-dimensional closed submanifold (compact, without boundary) of $\mathbb{R}^3$ would be zero by Stokes's theorem. Try to find a closed submanifold on which you can calculate the integral directly relatively easily and for which the result is non-zero.
If you are familiar with conservative vector fields, this is just like showing that the field is not conservative by showing that the work done by it along some closed loop is non-zero.