[guided]The form $\omega$ is a product of a scalar radial factor and a polynomial-looking $2$-form. We isolate those two pieces because the [exterior derivative](/theorems/1525) obeys a product rule.
Define
\begin{align*}
r: \mathbb{R}^3_0 &\to (0,\infty) \\
(x,y,z) &\mapsto (x^2+y^2+z^2)^{1/2}
\end{align*}
and
\begin{align*}
f: \mathbb{R}^3_0 &\to (0,\infty) \\
(x,y,z) &\mapsto r(x,y,z)^{-3}.
\end{align*}
Define the smooth $2$-form $\alpha \in \Omega^2(\mathbb{R}^3_0)$ by
\begin{align*}
\alpha := x\,dy \wedge dz + y\,dz \wedge dx + z\,dx \wedge dy.
\end{align*}
Then $\omega=f\alpha$.
We first differentiate the scalar factor. Since $f=(x^2+y^2+z^2)^{-3/2}$, the chain rule gives
\begin{align*}
df
=
-3r^{-5}(x\,dx+y\,dy+z\,dz).
\end{align*}
Next we differentiate $\alpha$. The coordinate $1$-forms $dx,dy,dz$ are closed, so only the coefficient functions contribute:
\begin{align*}
d\alpha
&= d(x\,dy \wedge dz)
+ d(y\,dz \wedge dx)
+ d(z\,dx \wedge dy) \\
&= dx \wedge dy \wedge dz
+ dy \wedge dz \wedge dx
+ dz \wedge dx \wedge dy.
\end{align*}
The permutations $(dy,dz,dx)$ and $(dz,dx,dy)$ are cyclic permutations of $(dx,dy,dz)$, hence have positive sign. Therefore
\begin{align*}
d\alpha = 3\,dx \wedge dy \wedge dz.
\end{align*}
Now apply the graded Leibniz rule to $\omega=f\alpha$:
\begin{align*}
d\omega
=
d(f\alpha)
=
df \wedge \alpha + f\,d\alpha.
\end{align*}
The purpose of the computation is to see that these two terms cancel. In $df\wedge\alpha$, every wedge product containing a repeated coordinate $1$-form is zero. Hence the only surviving products are
\begin{align*}
x\,dx \wedge x\,dy \wedge dz,\qquad
y\,dy \wedge y\,dz \wedge dx,\qquad
z\,dz \wedge z\,dx \wedge dy.
\end{align*}
Each of these is a positive multiple of $dx \wedge dy \wedge dz$, so
\begin{align*}
df \wedge \alpha
&=
-3r^{-5}(x^2+y^2+z^2)\,dx \wedge dy \wedge dz \\
&=
-3r^{-3}\,dx \wedge dy \wedge dz.
\end{align*}
On the other hand,
\begin{align*}
f\,d\alpha
=
3r^{-3}\,dx \wedge dy \wedge dz.
\end{align*}
Adding the two contributions gives
\begin{align*}
d\omega
=
-3r^{-3}\,dx \wedge dy \wedge dz
+
3r^{-3}\,dx \wedge dy \wedge dz
=
0.
\end{align*}
Thus $\omega$ is closed.[/guided]