Let $\{ x^{(m)} = (x_1^{(m)}, x_2^{(m)},\ldots ) \}_{m=1}^{\infty}$ be a sequence in $A$ and assume that $x^{(m)} \to x$ in $\ell^2$ as $m \to \infty$. To show that $A$ is closed, we need to show that $x \in A$. Write $x = (x_1,x_2,\ldots)$, then $x^{(m)} \to X$ in $\ell^2$ means that
$$
\| x^{(m)}-x \|_{\ell^2}^2 = \sum_{n=1}^{\infty} |x^{(m)}_n - x_n |^2 \to 0 \textrm{ as $m \to \infty$.}
$$
In particular, for each fixed $n$, $|x_n^{(m)} - x_n | \to 0$ as $m \to \infty$. Therefore,
$$
|x_n| \leq |x_n^{(m)} - x_n | + |x_n^{(m)}| \leq |x_n^{(m)} - x_n| + \frac{1}{n},
$$
and taking the limit as $m \to \infty$ gives that $|x_n| \leq \frac{1}{n}$. Since this holds for all $n$, we may conclude that $x \in A$, and hence that $A$ is closed.