How? Use Windows.
Why nothing happens when you click the icon again? The macOS Dock does not have the same Windows Task Bar functionality. They are even called by different names! Ergo, they are not the same.
macOS options:
Command-H
Right click on Dock icon, select Hide
Click on the app name (menu bar, upper left, bold) select Hide App
Click yellow dot in upper left of App window
Many options it has, the macOS
May the Force be with you