Close vs closely..

English is my 5th language, and it is only now that I am learning the proper use of adjectives and adverbs. I have learned the conversational form of English and can carry it on fairly easily, but when it comes to proper grammar - I still have some gaps in my knowledge. Sometimes I simply follow my instincts when writing formal letters in English, but I always prefer to be sure rather than just guessing appropriate words in each specific situation. Hence, the following question:
"He lives close to me" or "He lives closely to me".Instinctivelyy, I would use the word "close": "closely" sounds too awkward(ly?).. In my first language, Russian, the rules of adjectives vs adverbs are pretty clearcut, and even uneducated native speakers of Russian NEVER make mistakes in their speech or writings when using adverbs and adjectives. That's how clear the rules are - you don't even have to know the formal rules. Yet in English, conversational and formal languages differ quite a bit from each other. If you can, please, clarify the use of "close" vs "closely" in situations where an adverb is needed.
Thank you in advance...