File>Close Buffer (keyboard equivalent: Control-W) will close the current buffer. If it has unsaved changes, jEdit will ask if they should be saved first. The No option discards the unsaved changes with no further ado. If you decide you didn't want to close the buffer after all, Cancel cancels the close operation and returns to the editor.
Figure 3-9. The message displayed if a file has unsaved changes
File>Close All Buffers (keyboard equivalent: F3) will close all currently open buffers. If any buffers have unsaved changes, they will be listed in a dialog box where you can choose to save or discard them. Multiple buffers to operate on can be selected by clicking on them while holding down Control.
Figure 3-10. The dialog box displayed by Close All Buffers if there are unsaved changes
File>Exit (keyboard equivalent: Control-E Control-Q) will completely exit jEdit, asking if any unsaved buffers should be saved first.