Closing applications can be done in several ways. Super + Q and Alt + F4 both work. There also is a close button on the left side of the blue window title. A window can be directly closed from the window bar by middle clicking on its name.
Right clicking on the close button will lock the window. This will prevent the window from getting closed until it is unlocked again. Overlays will by default be locked but can be unlocked just like any other window.