John, are you talking about something like this:
Click image for larger version.  Name: Screenshot 2019-11-12 16.16.22.png  Views: 132  Size: 100.2 KB  ID: 125557

I have XDPX11 64-bit on Windows 10.

Do you not have the white cross or a hand pointer in the top right corner? A click there should close the pop-up.
Does the equivalent of windows Esc key press not do the same?

Acorn