Select Close All in the File menu to close all open project and all open files. If a file has unsaved modifications then by default EditPad asks you whether you want to save or discard the changes. If multiple files have unsaved changes then you get one prompt for each file. The prompt then has buttons to save all files or to discard changes to all files. If you click Cancel Close at any point then no files are closed. Choosing to save a file saves it immediately. On the Open Files page in the Preferences you can choose if EditPad should automatically save or discard unsaved changes without prompting.
After closing all files, EditPad starts with a new untitled project with one blank untitled file.
To close all files in the current project only, use Project|Close All Files. Or close the project itself with Project|Close Project. To close EditPad itself, click on the X button in the upper right of the Window or select File|Exit in the menu.
File|Close All but Current
Project|Close All Files