Hi @lostados 
For the specific case of closing the ("Orca") "Screen Reader" you may want to read the following topic:
If it's another program / application that runs in a Window, you may close it in the usual way by first clicking on that window (to set the active focus on that window) and then by clicking the "X" icon of the Window or by pressing the "Keyboard Shortcut" combination to close the window (by default it's Alt +F4 as you can see in "Preferences" -> "Keyboard Shortcuts").
If it's another "strange" application that does not run in a window, you may want to/have to adopt a more "radical" option of stopping the corresponding Process (be careful of what process you are forcing to stop!), by doing the following:
1 - Open the "MATE System Monitor" ("System Tools" -> "MATE System Monitor")
2 - Click on the "Processes" tab
3 - Right click on the name of the process that you want to close (to bring up the context menu) and then click on the "Stop Process" option (it's the first option of the context menu).
I hope this helps