The closed sets are $\emptyset$ and $X$, the complements of the open sets.
$a \notin A'$ because a neighbourhood of $a$ is $X$ and $X \cap A =\{a\}$ does not contain a point of $A$ different from $a$!
$b \in A'$ because again the only neighbourhood of $b$ is $X$ and $X \cap A= \{a\}$ contains a point of $A$ different from $b$ (namely $a$).
So $A'=\{b\}$. Which indeed is not closed.
In general, if $A=\{a\}$ in any space $a$ is not a limit point of $A$, because there is no other point than $a$ in $A$ (the definition of $x \in A'$ says that every open set that contains $x$ must contain a point of $A$ different from $x$, and this cannot happen for $x=a$).
Closed sets in any space (also a $T_0$ space) are just the complements of the open sets.