Suppose we have a frame

final JFrame jframe = new JFrame("Triangle 3");

To catch window closing events and quit, there are two ways (as I know):

Way1.

jframe.setDefaultCloseOperation(JFrame.EXIT_ON_CLOSE);

　　Explanation: Exit the system when the window is closed.

Way2. 

jframe.addWindowListener(new WindowAdapter() {    public void windowClosing(WindowEvent e) {        jframe.dispose();　　// to release resources for OpenGL        System.exit(0);    }});

　　Explanation (reference):

　　　　给窗口注册一个事件监听器，
　　　　当你点了窗口右上方的叉号时
　　　　此方法被调用

　　　　若对语法不懂，学习关于java inner class的知识

This catching action is necessary. The system would not quit even if the window has been closed without this event. You can try it yourself.