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I was reading about logic systems and the following phrase appeared.

any closed expression that is not derivable inside the same system

What is a "closed expression" in this context? What does "closed expression that is not derivable" mean?

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A closed expression (or closed formula) refers to a formula that has no free variables [1]. This is also called sentence.

In a logic system, you have a set of axioms, which are sentences, and rules which state how to derive a sentence from this [2]. If a sentence can be derived from the axioms, this means that the axioms entail this sentence. If a sentence is not derivable, it is not entailed by the axioms.

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