I understand the broad concept of a closure (functions are stored along with a snapshot of environment at the time they were defined), and functions as first class citizens means that functions can be passed and returned like any other data type in the language.
Interestingly all languages that I've worked with that have functions as first class citizens, for example Python, Javascript, Scheme seem to always have closures as well.
Indeed passing and returning closures to and from a function is one way of implementing functions as first class citizens of the language, but I'm unsure if being able to write them is a direct and inevitable consequence of functions being first class citizens.
To put in more specific terms:
Can you provide an actual example of a language which has first-class functions but where it is not possible to write closures?