If you encounter an unresponsive app on your Mac, you have four methods at your disposal to close it using Force Quit.
For an app whose icon you have parked in the Dock, you can right-click on the icon and hit the Option key. With the Option key pressed, the Quit menu item turns into Force Quit.
You can access Force Quit from the Apple menu. Click the Apple icon in the upper-left corner and choose Force Quit. This opens the Force Quit Applications window, which provides a convenient list of all of your open applications, denoting any that are not responding. Highlight the troublesome app and click the Force Quit button to close it.
You can call up the Force Quit window with a keyboard shortcut. And that keyboard shortcut is Command-Option-Escape.
If you are using the Activity Monitor to see how much system resources a sluggish or unresponsive app is consuming, you can Force Quit the app from right within the Activity Monitor. To do so, highlight the app you want to close, click the X button in the upper-left corner of the Activity Monitor window and then click the Force Quit button.
I will close with a warning: when you choose to quit an app normally, you will likely get a warning asking you to confirm your intentions. With Force Quit, you receive no such such warning and may lose any unsaved changes. Then again, if an app is not responding, you may have no other recourse than to use a bit of force to close it.