By default you can minimize a window with these methods:
|1.||Press+hold the shift key (the one for UPPER CASE) and click on the close button of the window.|
|2.||With the right mouse button click on the minimize button of a windows.|
You can change this behaviour. In the settings you'll find everything you need to do that.
You can create rules for individual programs. They're called "exceptions". This way you can for example defined that a certain program (that you often need) doesn't get close when you click on the X button, but is minimized into the tray.