A closed subset of a Lindelöf space is Lindelöf.
Let $M\subseteq X$ be closed and $\left\{U_t\right\}_{t\in T}$ be a cover of $M$; that is,
$$M\subseteq\bigcup_{t\in T}U_t.$$
By definition of the relative topology, for every $t\in T$ there exists a $V_t\subseteq X$ for which $U_t = M\cap V_t$.
Notice $U_t = M\cap V_t\subseteq V_t$, so that
$$M\subseteq\bigcup_{t\in T}U_t\subseteq\bigcup_{t\in T}V_t.$$
Therefore, $\left\{V_t\right\}_{t\in T}$ is a cover of $M$.
As $\left\{X\setminus M\right\}$ is a cover of $X\setminus M$, the collection of sets $\left\{X\setminus M\right\}\cup\left\{V_t\right\}_{t\in T}$ is a cover of $X$. Since $X$ is Lindelöf, there exists a countable set $S\subseteq T$ so that $\left\{X\setminus M\right\}\cup\left\{V_s\right\}_{s\in S}$ covers $X$; that is,
$$X\subseteq\bigcup_{s\in S}(X\setminus M)\cup(V_s).$$
However, from here the proof goes on to say that $\left\{M\cap V_s\right\}_{s\in S}$ covers $M$...how?