Close Window is in File menu. Did you try it?
When I have the standard menus on, File definitely has close window. On my
custom ones though the very first menu item is File, pulled from the
standard menus, but it's missing half of the actions on there. When I do
that there's no close window, I don't even see it anywhere under "add..."
when in custom menus. I tried adding a custom one that does "ctrl W" but
when you do that it says this script cannot be found when I press ctrl W on
the screen. I don't get why it has built in menus like File but when
adding it to a custom menu it only has a few options, like even manage
database isn't there.
Which version of FM do you use?
Sorry I can test it on only FM12 now, but making new custom menu from standard "File" menu, I see all items in there containing "Close" and "Manage"