Use Close 
to the right of the Embroidery tabs below the work area to close the currently active embroidery. If there are unsaved changes in the embroidery, you will be prompted to save changes.
Alternatively, if the embroidery window is maximized, click the file Close icon 
in the top left corner of the window, which is below the Close icon for mySewnet™ Stitch Editor. If the embroidery window is not maximized within the work area, click the Close icon 
on the title bar for the embroidery window.
Shortcut
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Keys: Ctrl + F4