This page describes how to close a window.
The way you close a window is much the same as the way you close a program. You click the the in the top right corner.
Generally clicking the is the same as pressing the escape key on the keyboard or clicking the Cancel button if the window has one. This operation discards any changes you might have made inside the window while it was open.
Normally to save such changes you would click the OK button or press the enter key on the keyboard. That would close the window without discarding the changes.