Hi huseyin ,
First you can click File/SaveAll (Hotkey Ctrl+Shift+S) before closing the program to save your changes. If you want your changes to be uploaded to the Team server, you should select VersionControl/Commit. I hope this helps.
What nice, you are learning mendix. You can see apps at website of mendix developers portal; https://sprintr.home.mendix.com/link/myapps
If you chose studio pro then you can download your app locally. As Ismail said you must save it before closing. Running locally also means saving it.
All the best