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Hi there, welcome to the board!!
Excel is the oddity of the Office suite of applications. It is what we call a Single Instance application. This is different from all other Office applications (minus Outlook, it's always in its own class). What it means to you is you have a single application and all of your files open up in that same application. Think of it as a library; you have one library with multiple books. You can open as many books as you can (memory provided) and still only have one Library. Applications such as Word, on the other hand, have a new instance for each file. This means that for each book in the library, it has its own library!
What it boils down to for you is that in Excel you have two types of buttons in the upper-right corner of the application window. I've attached a sample picture. The yellow-shaded oval are the application-level buttons. The "X" there will attempt to close all workbooks and the application. The red-shaded oval are the workbook-level buttons. Clicking the "X" there will attempt to close only the active workbook.
Clear as mud?
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