The closures are a way to execute code in the context it was created in.
What this means for concurency is that you can define variables, then initiate a nonblocking I/O function, and send it an anonymous function for its callback.
When the task is complete, the callback function will execute in the context with the variables, this is the closure.
The reason closures are so good for writing applications with nonblocking I/O is that it's very easy to manage the context of functions executing asynchronously.