For future reference you could have quit it a couple of ways:

- make PingTest the active app (either by click on it in the Dock or by hitting cmd-tab to cycle though the open apps)
- use the PingTest menu to select "Quit Ping Test" (or just hit cmd-Q)

(if the Dock was set to auto hide, you'd need to first move the mouse to the bottom edge, or left/right if the dock has been moved there, to make it pop up)

or

- right click on Ping Test in the Dock and select "Quit" (if you are using an Apple track pad, clicking with two fingers gives you a right click as does holding down ctrl and clicking)

In summary, very little different to how you would/could do it in Windows.