By default:
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. |
or:
2. | With the right mouse button click on the minimize button of a windows. |
Configure it:
You can change this behaviour. In the settings you'll find everything you need to do that.
Exceptions:
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.