I don't understand people here are trying to help the OP turn MacOS into Windows by recommending to install silly apps that make the Mac behave like Windows.
@madonnaragu there are lot of features and functions on MacOS that are so great that if one were to switch from MacOS to Windows then they will be looking for all the "Mac stuff" that they are missing. This is the same as your situation with switching to MacOS from Windows.
I'm only wondering what made you decide to switch to Mac? If you have to install all of this nonsense to make it be more "Windows-like" then a Mac isn't for you. You really should learn the system.
The reason why Mac OS does not quit the last window is because Windows is application-centric and MacOS is document-centric. You may not believe this in the beginning but the MacOS document-centric system is far superior. With Windows when you close the last open window the system just quits the app. That's stupid because it's deciding for the user that they are done with the application. Closing the window doesn't necessarily mean the user is done with the app so with the MacOS document-centric system the applications are ran from the Menu Bar. With the Windows application-centric system the applications are ran within themselves. That's why you see the FILE-EDIT-VIEW, ETC on the window border of Windows applications. These functions are on the MacOS Menu Bar amongst all the other features that run the application open. That's why the MacOS window doesn't quit when close the last window. This generally applies to apps that are capable of having more than one window open at a time such as Safari.
On MacOS applications such as Calendar have only one window so it will auto-quit when you close it because it's only usable as an open window. With Safari when you close the last window you can still open more windows from the Dock by two-finger tapping on the Dock icon.
The MacOS
document-centric system is
PDF-based. That's why Preview (the PDF/Image) reader is built-in and system-wide to work with nearly all applications. It's designed not to auto-quit applications that offer multiple windows. The Finder and the Menu Bar are always on and they run the MacOS apps.
Honestly if you bought the Mac for aesthetics and didn't take the time to fully check it out, take the time now to do so. If you can't leave your Windows way of thinking I would recommend returning the Mac and buy a good capable Windows machine. Makes no sense to install of bunch of utilities to make your Mac more "Windows like".