added example on how Window behaves with WINDOWCLOSE and QUIT events

docs/reST/ref/window.rst

@@ -44,6 +44,38 @@
    :param bool always_on_top: Create a window that is always presented above
                               others.
 
+   Event behavior if one Window is created: When the close button is pressed, the ``QUIT`` event will be sent to the event queue.
+     .. code-block:: python
+
+        import pygame
+
+        window = pygame.Window()
+
+        while True:
+           for event in pygame.event.get():
+              if event.type == pygame.QUIT:
+                 pygame.quit()
+                 raise SystemExit
+
+   Event behavior if multiple Windows are created: When the close button is pressed, a ``WINDOWCLOSE`` event is sent. You need to explicitly destroy the window. Note that the event ``QUIT`` will only be sent if all Window has been destroyed.
+         .. code-block:: python
+
+            import pygame
+
+            window1 = pygame.Window(position=(0,100))
+            window2 = pygame.Window(position=(700,100))
+
+            while True:
+               for event in pygame.event.get():
+                  if event.type == pygame.WINDOWCLOSE:
+                     print(f"WINDOWCLOSE event sent to Window #{event.window.id}.")
+                     event.window.destroy()
+
+                  if event.type == pygame.QUIT:
+                     print(f"Last window is destroyed. QUIT event was sent.")
+                     pygame.quit()
+                     raise SystemExit
+
    .. versionadded:: 2.4.0
    .. versionchanged:: 2.5.0 when ``opengl`` is ``True``, the ``Window`` has an OpenGL context created by pygame
    .. versionchanged:: 2.5.1 Window is now a base class, allowing subclassing