Canada

As the other reply explained, trans people can be closeted in the same sense as hiding their gender identity (as opposed to sexual orientation).

Since you sound genuinely curious, I'll elaborate to answer your core question. Sex, gender identity, gender expression, and sexual orientation are all distinct and independently variable (tho frequently correlated) dimensions.

As for orientation, it depends on your definition: whether you're talking about sex or gender as the basis for sexuality. Of course this comes will all the familiar caveats of it not being a binary despite the dichotomy of hetero/homo terms implying such... Gender is what's most applicable in a social context, so an FtM trans man who likes women would usually be classified as, and identify as, straight / heterosexual. If a trans man liked men, then gay / homosexual. But any combination of the various spectrums is possible.

Any given trans person might be straight or gay or something else. "Coming out" as used here means revealing that your gender identity doesn't match your assigned gender, usually with a request for appropriate pronouns and a possible name change.