To end Manager's work select "Connection - Exit" command, or press [Alt+F4] or the close button with an 'x' in the upper right window corner.
To end Engine' work you can:
Note. Closing Manager and Agent will not simply terminate Engine: it will continue working without showing it. For Engine to close after closing Manager you should set the checkbox "Stop Engine if no Managers connected or automatic tasks pending" in the Global options on the Engine options tab.