I cant close safari window

If the mouse click on the "Leave the page" button doesn't work, try to press the keyboard Tab key (or Shift-Tab to go backward) until the highlight border moves to the "Leave the page" button and then press the Space key.

If even the keyboard action doesn't work you can force quit the whole Safari session: ⌥-Click on Safari's dock icon and then choose Force Quit.

Does it work the second, more extreme, solution – the Force Quit. It should work.

You can reach the Force Quit even throught menu Apple -> Force Quit…