 Solution

If a nonempty subset $S\subset \mathbb{R}$ is not an interval, there are $a,b\in S$ and $c\notin S$ with $a<c<b$. The disjoint nonempty relatively open sets $S\cap (-\infty ,c)$ and $S\cap (c,\infty )$ form a separation, so $S$ is not connected.

Conversely, suppose an interval $I$ had a separation into relatively open nonempty sets $A,B$. Choose $a\in A,b\in B$, interchanging the names if necessary so $a<b$. Put $c=\sup (A\cap [a,b])$. Because $B$ contains a relative neighbourhood of $b$, $c<b$; because $A$ contains a relative neighbourhood of $a$, $c>a$. Also $c\in [a,b]\subset I$. If $c\in A$, relative openness supplies points of $A$ just above $c$, contradicting the supremum. If $c\in B$, a relative neighbourhood of $c$ excludes points of $A$ approaching $c$ from below, again contradicting the supremum. Thus every interval is connected, including a singleton and unbounded or open intervals.

TakeIt is closed, because its only accumulation point is $0$ and that point is included, and bounded. The Heine-Borel theorem makes it compact. The connected components of its complement are preciselyEach is an interval and therefore connected; none can be enlarged inside the complement across one of the intervening points of $K$.