What turns the alarm off?

Closing the window/door will not cause the alarm to turn off. If the siren starts to sound then you will need to enter the code to disarm it. The siren will sound until the code is entered or the batteries run dead. Jasco Products Tech Support (Manufacturer)

The window alarms are independent of the main alarm system, and can be turned on and off with a switch on the window sensor itself. When you leave the house, you put the alarm on "Away" mode, which gives you 45 seconds to exit the house (in this case, the alarm will not sound when you open the door). When you return home, you have a 30 second interval starting from the time you open the door to enter in your four digit pin, which will prevent the alarm from sounding. If you fail to enter the pin, the alarm will sound, until you enter the pin number. When you are at home, you can set the alarm to sound immediately if the door is opened.