By default, GIMP shows three windows. The toolbox, an empty image window with the menu bar, and a window containing several docked dialogs. The windows can be arranged on the screen as you need them. If they are no longer needed, they can also be closed. Closing the image window when it is empty quits the application.
In the default configuration, GIMP saves your window layout when you quit. Dialogs left open reappear when you next start the program.
If you want to combine all windows of GIMP, activate Windows › Single-Window Mode.