Closing one Windows process is usually straightforward. Clicking File > Exit should get the job done, Alt+F4 may also work, and Task Manager is on hand if you need it (Ctrl+Shift+Esc, right-click the process, select End Task).
Life gets a little more complicated if you want to close multiple instances of one program. Or restart them. You can still do this from Windows, but ProcessKO (64-bit version) makes it much easier to close, restart and generally work with troublesome processes.