1. Closing a Window is not Closing the Application

In the Windows operating system, each application has its own window so closing the window is the same thing as closing the application. However, in OS X, each application is not embodied by its own window.
To properly close an application, you should go to the application menu and select "Quit…". For example, in Firefox, you would go to the Firefox menu and select "Quit Firefox". A convenient and universal shortcut for this action is Cmd-Q.
2. There's no Start menu
The Windows operating system has used the Start button and the accompanying menu for access to applications. In OS X, there is an Application folder where all the applications reside. Whereas Windows uses Shortcuts that point to the applications in the C:\Program Files\… folder, OS X just has its applications directly within its Application folder.
So to install an application in OS X, you just have to drag and drop the application into the Application folder. To uninstall, you just have to delete the application from the Application folder.
3. Use the Cmd key instead of the Ctrl key
On computers that use the standard PC keyboard, most shortcuts use Ctrl key combinations. In OS X, that role is played by the Cmd key. For example, the Cut, Copy, and Paste commands are Cmd-X, Cmd-C, and Cmd-V, respectively. In Safari, Cmd-T opens a new tab for browsing.
The Control key can be used in combination with a mouse left-click to change the click into a right-click.