To quit a Mac app normally, choose Quit from the app's menu in the menu bar, or press Command-Q. If the app doesn't quit, follow these steps to force the app to quit.

Press these three keys together: Option (or Alt), Command, Esc (Escape).¹ Or choose Force Quit from the Apple menu  in the corner of your screen.

A Force Quit window opens. Select the app that you want to quit, then click Force Quit:

The Finder is always open, but if it stops responding, you can force it to quit and then open again: Select Finder in the Force Quit window, then click Relaunch.