The operating systems for Windows and Macs both use a small "X" close command in the right corner of each window. However, their function is entirely different. In Windows, clicking this button completely closes an entire application. On the Mac, this button merely closes the window. The application itself is still running, but it has no open windows or documents. To close a program completely, you'll have to use the "Quit" command.
Locate the application menu. It's typically in the top left corner and labeled after the specific application. For example, this menu is named "iTunes" when you are running the iTunes application.
Click on the application menu.
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Find the "Quit" command in the menu and click on it.
Press the "Command" and the letter "Q" keys to quit from the application as an alternative to using the application menu.