KnowledgeWorks is integrated with LispWorks so you cannot exit from KnowledgeWorks independently. You can close individual KnowledgeWorks windows. You can exit LispWorks by choosing File > Exit from the Podium. If you have any unsaved edited files you will be asked whether you wish to save them. There will be a final confirmation before KnowledgeWorks quits.
KnowledgeWorks and Prolog User Guide (Windows version) - 26 Feb 2015