Well, if we're talking about traditional Windows behavior, there's no such thing as an app in the first place.
Some programs allowed multiple windows to be open at the same time (e.g. Notepad), and some didn't (e.g. Paint), but for those that did, they spawned each window as its own process. Closing the window closed the process. That two processes shared the same executable had no deeper meaning until Windows XP added taskbar grouping.