If $\mathbb{S}^2=\{(x,y)\in\mathbb{R}^2 \mid x^2+y^2=1\}$ and $\phi:[0,2\pi)\rightarrow\mathbb{S^2}$ defined by $\phi(t)=(\cos(t),\sin(t))$ then $\phi$ is a bijective and continuous function.
Applying the following proposition to $\phi$
$$\text{$f$ is continuous if and only if the preimage of a closed set by $f$ is a closed set}$$
can I conclude that $\phi^{-1}(\mathbb{S^2})=[0,2\pi)$ is a closed set?
Yes, clearly $[0,2\pi)$ is closed (and open) in the space $[0,2\pi)$ which is the domain of your function. $X$ is always closed in $X$.