The class of recursively enumerable languages is not closed under complementation, because there are examples of recursively enumerable languages whose complement is not recursively enumerable. Those examples come from languages that are recursively enumerable, but not recursive.
One of those examples is the language $L=\{(M, w) : M\ \text{is a Turing Machine and}\ w \in L(M)\}$. This language is recognizable (and hence recursively enumerable), because you can always run Turing Machine $M$ with input $w$, and if $w \in L(M)$, $M$ will halt accepting $w$. It has been shown that this language ($L$) is not decidable.
Now, suppose that $\overline{L}$ (complement of $L$) were also recognizable, then $L$ becomes decidable, because we could use the recognizers for $L$ and for $\overline{L}$ to build a decider for $L$. But since we already now that $L$ is not decidable, then, $\overline{L}$ cannot be recognizable, and hence, the class of recursively enumerable languages is not closed under complementation.