You can close a MIDI document window at any time, even if the song is currently playing. When closing new generated or modified MIDI files (marked with a * in title) then the program asks if you want to save it
will ask for a filename
does not save and removes the MIDI
the window will remain open
If you want to close all MIDI files without saving modified ones then use Close all windows in window menu. Save your important modified files before exiting the software!
Each document window has a close button on right top of its caption that can also used for closing the MIDI document window.