This is a sample code I used and got from a community member named Orikker.  It is extremely close to what you are trying to do I think.  The code below spontaneoulsy creates a new custom object record (the object is called "Vehicle") when a new opportunity is created with a certain value in its Type field.  I think you could change after insert below to after update  and change

if (o.Type == 'NS-TO (New Sale - Task Order Contract)') {

to

if (o.StageName == ''Closed") {

You might need to make other changes but this code I think is pretty close to what you need

trigger createVehicleOnOpportunityX on Opportunity (after insert) {
    
List <Vehicle__c> vehToInsert = new List <Vehicle__c>  ();  
    // or whatever your custom object name put instead of Vehicle__c
    
    for (Opportunity o : Trigger.new) {
        
        
        // here is where you check if opportunity that is being inserted
        //meets the criteria
        if (o.Type == 'NS-TO (New Sale - Task Order Contract)') {
        
        Vehicle__c v = new Vehicle__c (); //instantiate the object to put values for future record
        
        // now map opportunity fields to new vehicle object that is being created with this opportunity
        
        v.Name = o.Name; // and so on so forth untill you map all the fields. 
        
        //once done, you need to add this new object to the list that would be later inserted. 
        //don't worry about the details for now
        
        vehToInsert.add(v);
        
        
        }//end if
        
    }//end for o
    
    //once loop is done, you need to insert new records in SF
    // dml operations might cause an error, so you need to catch it with try/catch block.
    try {
        insert vehToInsert; 
    } catch (system.Dmlexception e) {
        system.debug (e);
    }
    }