In Word 2010 & 2013 each new document is opened in a separate instance of Word, this really helps when you want to work on different documents side by side or on different monitors but when you want to close a document you will also close Word completely.
- Use the keyboard shortcut of CTRL+W.
- Use the keyboard shortcut of CTRL+F4
- Add the Close icon to the Quick Access Toolbar or one of the ribbons
All of these methods will close the current document but leave Word itself open.