Let $\omega=\omega_1dx_1+...+\omega_ndx_n$ be a continuous form on an open and connected set $\Omega \subset \mathbb{R}^n$.
Let assume that for all $x,y\in \Omega$ there is $c\in \mathbb{R}$ such that $\int_{\gamma}\omega=c$ for every $\gamma$ that connects $x$ to $y$.
Prove: $\omega$ is exact in $\Omega$
$\int_{x}^{y}\omega=c$ for any $\gamma$ so $-\int_{y}^{x}\omega=-c$ for any $\gamma$ summing them both we get $\oint \omega=0$ and therefore $\omega$ is exact
Am I missing out something here? I have used the theorem:
$\omega$ is exact $\iff\oint \omega=0 \iff$ any $\gamma_1,\gamma_2$ with same start and end $\int_{\gamma_1}\omega=\int_{\gamma_2}\omega$
You don't need the middle part of your theorem, or to think about closed curves at all. The right part
is exactly the property you've been given, only worded differently (this is the only thing I can see that is of any merit to "show"). The left part
is what you are after. Connect the two using your theorem, and you're done.