I found out ways to terminate (shut-down or stop) my Java programs. I found two solutions for it.
using return;
When I want to quit or
So return; does not really terminate your java program, it only terminates your java function (void). Because in your case the function is the main function of your application, return; will also terminate the application. But the return; in your example is useless, because the function will terminate directly after this return anyway...
The System.exit() will completly terminate your program and it will close any open window.