[plt-scheme] Question about closures

I read a post in comp.lang.lisp where a fellow asked about the arity
of closures.

I looked at the result of procedure arity in DrScheme for a closure
and a function:

(procedure-arity (lambda () null))
> 0

{let/cc k
    (procedure-arity k)}
> #(struct:arity-at-least 0)

Does this mean that closures can take more than one argument?

Is this something that I should dig into the documentation to explain?
If so, where?