You can close the quickfix window by running:
:ccl[ose]
If you want to open the quickfix window again (without having to run :make) you can run:
:cope[n]
Even if the quickfix window is not visible, you can still move forwards and backwards through the items in it with the commands :cn and :cp.
Personally, I find the :cn and :cp commands quite laborious to type, so I would recommend mapping them to something more convenient if you use them often. The unimpaired plugin provides sensible mappings for moving through the quickfix list:
[q :cprevious
]q :cnext
[Q :cfirst
]Q :clast