I need to show that $\mathbb{Z}_n^∗$ is an abelian group where $\mathbb{Z}_n^*=\{1 \le a \le (n-1)\mid \gcd(a,n) = 1\}$.
I have tried specific examples for this such as $\mathbb{Z}_8$ and closure, identity, inverse, and associativity hold. But I do not know how to show this for any $n$.
I know that the Identity for any $n$ will be $1$ but I do not know how to show closure, inverse, and associativity.
If $R$ is a commutative ring with $1$ then the group of units $R^{\times}$ is always abelian. Here we have $R=\Bbb Z/n\Bbb Z$ and $$R^{\times}=U(n)=(\Bbb Z/n\Bbb Z)^{\times}=\Bbb Z_n^{\times}.$$ One can check that the units form a group and that one obtaines your group as the group of units from the commutative ring $\Bbb Z/n\Bbb Z$.
The converse of the above need not be true. There are non-commutative rings with an abelian group of units: Noncommutative rings with abelian group of units, e.g., the polynomial ring $K[X,Y]$ over a field $K$.