What is a keyboard shortcut for closing a Windows PowerShell window?

While Alt+Space, then c works as pointed out above without any changes, it still requires two key strokes. You can define your own exit shortcut in PowerShell 5.0 and up by addding a Set-PSReadLineKeyHandler command to your Powershell profile. While this does require editing your PS Profile, once set up it works for all future sessions of PowerShell. As an example,

1. Open a PowerShell terminal window and type the following to edit your PowerShell Profile file:

   notepad $Profile

This will open your Powershell profile. If you'd like this to work for all users, edit the AllUsers profile which is located at $PROFILE.AllUsersCurrentHost. For more information on the PS profile see this Microsoft reference page.

2. Add the following to the first line of the profile (ViExit is only available in PS 5.1):

   Set-PSReadlineKeyHandler -Chord Alt+F4 -Function ViExit

This defines the Alt-F4 as the exit key command. If you'd like to use Ctrl-D instead use this line:

Set-PSReadlineKeyHandler -Chord Ctrl+d -Function DeleteCharOrExit

Now close the PowerShell terminal and reopen. The shortcut keys defined above (Alt+F4 or Ctrl+d as applicable) should now work.

Try Alt+Space c meaning Alt and space together to open the shortcut menu for the active window, then press c for Close

ref: windows keyboard shortcuts