When you try to close a document, Word will ask you if you want to save it first (see save file). This is a safety measure so that you do not accidentally close files without saving them. If you want to keep a file, you must save it before closing it.

To close a file (assuming that you have saved it)

Click on the Office button

Click on Close

There is not normally an icon available on the toolbar for this function. The other way in which you can close a file is to use the buttons on the very top right of the screen. Click on the X to close the file.