GoKawiilThe basic way to close most Windows apps is by clicking the X icon at the top-right of the window. This sends the standard close command, which gives the program a chance to finish what it's doing before closing out. For instance, if you have unsaved changes in a Word document or a download running in your browser, those programs will usually ask you to confirm the closure and mention that doing so could lose work.
Using the keyboard shortcut Alt + F4 does the same as clicking the X icon. While this saves time compared to mousing around, be careful while using it. This closes the active app window (the last one you clicked inside), which often doesn't have a clear visual cue. It's particularly easy to mix up if you're using multiple monitors or have numerous apps open.
Depending on the program, using this base method will either fully end the process or relegate the app to the system tray (the row of icons to the right of the taskbar). Generally, tools that you'd typically want running in the background won't fully close; examples can include Discord, Spotify, Slack and Telegram. You'll still get notifications, can listen in the background, et cetera, but the icon won't appear in your taskbar as active. Other apps like Word, File Explorer, Notepad and Paint properly close as you'd expect. Some apps provide a toggle for this in their settings, so take a look around if you want to change how it behaves.
Apps that don't fully close with the standard method usually offer another option. You'll often find this under File > Quit or File > Exit, with an associated keyboard shortcut like Ctrl + Q. Right-clicking their icon in the system tray (click the small arrow to see them all) and choosing Quit or Close usually works too.
Of course, if an app freezes and doesn't respond to the friendly close request, that's when force becomes necessary.