I get a lot of QuicKeys refugees. Keyboard Maestro and QuicKeys are very different, and can be a bit jarring initially, but I frequently get the comment along the lines of "Why didn't I switch sooner". Hopefully your experience will be similar.
Please read the wiki page https://wiki.keyboardmaestro.com/Transition_From_QuicKeys on transitioning from QuicKeys for some tips, and also read the Quick Start (menu Help -> Quick Start) to understand the different parts that make up Keyboard Maestro and how they work together, as well as to become familiar with the terminology used in Keyboard Maestro.
Close Window is handled by the Manipulate Window action.
