Yes it is.
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If you mean the set of non-negative integers ("whole numbers" is a bit ambiguous in this sense), it is closed under addition and multiplication. If you mean "integers", the set is closed under addition, subtraction, multiplication.
Yes.
No. A number cannot be closed under addition: only a set can be closed. The set of rational numbers is closed under addition.
The set of integers is not closed under multiplication and so is not a field.
Yes, it is.