Since you mentioned polygons, I'll assume we're in $\mathbb R^2$ (note that the approach below does not generalize to higher dimensions). Consider some subset $X\subset\mathbb R^2$. For convenience I'll call it a "Jordan subset" if its boundary $\partial X$ is a Jordan curve. Simple polygons are a type of "Jordan subsets". Polygons can be considered as a finite union of simple polygons.
From the way you phrased your question, I suspect you wanted a formal proof of your various statements, so technically I should prove that my above claim is true. For a simple polygon, I'd say it's not too difficult. But for self-intersecting ones, it depends a little bit on what your formal definition of a polygon is.
From the Jordan curve theorem, $\partial X$ splits $\mathbb R^2\setminus X$ into two connected (path-connected actually) components: one is bounded (the interior of the Jordan curve), the other unbounded (the exterior). The interior of $X$ necessarily coincides with one of these components, and $X$ itself is this interior plus some, or all, points of $\partial X$. Either way the closure of $X$ satisfies $\overline X=X\cup\partial X$.
- If $X$ is a path-connected "Jordan subset", its closure is path-connected.
By the Jordan-Schönflies theorem there exists an homeomorphism
$\psi:\mathbb R^2\rightarrow\mathbb R^2$
that maps $\partial X$ to the unit circle, its interior (Jordan curve meaning of interior) to the open unit disk, its exterior to the complement of the closed unit disk. So basically a Jordan curve in $\mathbb R^2$ is really just a circle that was continuously deformed. For any $x\in\overline X$ and $y\in X$ we know there exists a path
$\gamma$ in the unit disk (or its complement) that connects $\psi(x)$
to $\psi(y)$. Because $\psi^{-1}$ is continuous, $\psi^{-1}(\gamma)$ is a path connecting $x$ to $y$. It follows that $\overline X$ is path-connected.
- Let $X_1,\ldots,X_n$ be $n$ closed "Jordan subsets" and $X=\bigcup_{i=1}^nX_i$. Assume $X$ has $k$ path-connected components $Y^1,\ldots,Y^k$. For any $1\le j\le k$, $Y^j$ is closed.
From 2, each $X_i$ is path-connected. So if $Y^j$ meets $X_i$, it contains the whole $X_i$. It follows that $Y^j$ is a finite union of some of the $X_i$. A finite union of closed sets is closed, so $Y^j$ is closed.
Just a quick note, the Jordan-Schönflies theorem doesn't hold in higher dimension, so you need another approach or another class of sets altogether.