try Prefix + &
if you have
bind q killp
in your .tmux.conf, you can press Prefix + q to kill the window too, only if there is only one panel in that window.
if you have multiple panes and want to kill the whole window at once use killw instead of killp in your config.
the default of Prefix above is Ctrl+b,
so to terminate window by default you can use Ctrl+b &