Close button action when manually running a job
The "close" button simply closes the dialog; it does not stop the running job.

You can use the following stored procedure to see the current runtime state of a given job:

EXEC msdb.dbo.sp_help_jobactivity @job_name = '&lt;job name here&gt;';


To prove the "close" button does not actually stop a running job, I've created a test job:

USE [msdb]
GO

BEGIN TRANSACTION
DECLARE @ReturnCode INT
SELECT @ReturnCode = 0

IF NOT EXISTS (SELECT name FROM msdb.dbo.syscategories WHERE name=N'[Uncategorized (Local)]' AND category_class=1)
BEGIN
    EXEC @ReturnCode = msdb.dbo.sp_add_category @class=N'JOB', @type=N'LOCAL', @name=N'[Uncategorized (Local)]';
    IF (@@ERROR &lt;&gt; 0 OR @ReturnCode &lt;&gt; 0) GOTO QuitWithRollback
END

DECLARE @jobId BINARY(16)
EXEC @ReturnCode =  msdb.dbo.sp_add_job @job_name=N'TestJob', 
        @enabled=1, 
        @notify_level_eventlog=0, 
        @notify_level_email=0, 
        @notify_level_netsend=0, 
        @notify_level_page=2, 
        @delete_level=0, 
        @description=N'No description available.', 
        @category_name=N'[Uncategorized (Local)]', 
        @owner_login_name=N'sa', 
        @notify_page_operator_name=N'&lt;Operator Name&gt;', @job_id = @jobId OUTPUT;

IF (@@ERROR &lt;&gt; 0 OR @ReturnCode &lt;&gt; 0) GOTO QuitWithRollback

EXEC @ReturnCode = msdb.dbo.sp_add_jobstep @job_id=@jobId, @step_name=N'Step1', 
        @step_id=1, 
        @cmdexec_success_code=0, 
        @on_success_action=1, 
        @on_success_step_id=0, 
        @on_fail_action=2, 
        @on_fail_step_id=0, 
        @retry_attempts=0, 
        @retry_interval=0, 
        @os_run_priority=0, @subsystem=N'TSQL', 
        @command=N'WAITFOR DELAY ''00:00:15'';', 
        @database_name=N'master', 
        @flags=0
IF (@@ERROR &lt;&gt; 0 OR @ReturnCode &lt;&gt; 0) GOTO QuitWithRollback
EXEC @ReturnCode = msdb.dbo.sp_update_job @job_id = @jobId, @start_step_id = 1
IF (@@ERROR &lt;&gt; 0 OR @ReturnCode &lt;&gt; 0) GOTO QuitWithRollback
EXEC @ReturnCode = msdb.dbo.sp_add_jobserver @job_id = @jobId, @server_name = N'(local)'
IF (@@ERROR &lt;&gt; 0 OR @ReturnCode &lt;&gt; 0) GOTO QuitWithRollback
COMMIT TRANSACTION
GOTO EndSave
QuitWithRollback:
    IF (@@TRANCOUNT &gt; 0) ROLLBACK TRANSACTION
EndSave:
GO


The job takes 15 seconds to complete, by virtue of the WAITFOR DELAY statement.  It does nothing else.


Open a new query window, and add the following T-SQL to it:

EXEC msdb.dbo.sp_help_jobactivity @job_name = 'TestJob';

Run the job via the SSMS user interface, and immediately hit the "Close" button.  
Run the job activity query in step 1 by hitting the F5 key or clicking the "Execute" button.


The status of the job will be shown, something like:

╔════════════╦══════════════════════════════════════╦══════════╦═════════════════════════╦══════════════════════╦═════════════╦═════════════════════════╦═══════════════════════╦═════════════════════════╦═════════════════════╦═════════════════════════╦════════════════╦═════════╦════════════╦═════════════════════╦═════════════════════╦═══════════════════╗
║ session_id ║                job_id                ║ job_name ║   run_requested_date    ║ run_requested_source ║ queued_date ║  start_execution_date   ║ last_executed_step_id ║ last_executed_step_date ║ stop_execution_date ║ next_scheduled_run_date ║ job_history_id ║ message ║ run_status ║ operator_id_emailed ║ operator_id_netsent ║ operator_id_paged ║
╠════════════╬══════════════════════════════════════╬══════════╬═════════════════════════╬══════════════════════╬═════════════╬═════════════════════════╬═══════════════════════╬═════════════════════════╬═════════════════════╬═════════════════════════╬════════════════╬═════════╬════════════╬═════════════════════╬═════════════════════╬═══════════════════╣
║      34156 ║ 2BDBF2EA-7E23-447B-A070-97274FFD7EF5 ║ TestJob  ║ 2018-01-31 08:51:12.000 ║                    4 ║ NULL        ║ 2018-01-31 08:51:13.000 ║ NULL                  ║ NULL                    ║ NULL                ║ NULL                    ║ NULL           ║ NULL    ║ NULL       ║ NULL                ║ NULL                ║ NULL              ║
╚════════════╩══════════════════════════════════════╩══════════╩═════════════════════════╩══════════════════════╩═════════════╩═════════════════════════╩═══════════════════════╩═════════════════════════╩═════════════════════╩═════════════════════════╩════════════════╩═════════╩════════════╩═════════════════════╩═════════════════════╩═══════════════════╝


In the above output, the stop_execution_date column is NULL, indicating the job is still running.  If you wait 15 seconds for the job to complete, and re-run step 1, you'll see the output is changed to reflect the status of the job, as in:

╔════════════╦══════════════════════════════════════╦══════════╦═════════════════════════╦══════════════════════╦═════════════╦═════════════════════════╦═══════════════════════╦═════════════════════════╦═════════════════════════╦═════════════════════════╦════════════════╦═══════════════════════════════════════════════════════════════════════════════════════════════╦════════════╦═════════════════════╦═════════════════════╦═══════════════════╗
║ session_id ║                job_id                ║ job_name ║   run_requested_date    ║ run_requested_source ║ queued_date ║  start_execution_date   ║ last_executed_step_id ║ last_executed_step_date ║   stop_execution_date   ║ next_scheduled_run_date ║ job_history_id ║                                            message                                            ║ run_status ║ operator_id_emailed ║ operator_id_netsent ║ operator_id_paged ║
╠════════════╬══════════════════════════════════════╬══════════╬═════════════════════════╬══════════════════════╬═════════════╬═════════════════════════╬═══════════════════════╬═════════════════════════╬═════════════════════════╬═════════════════════════╬════════════════╬═══════════════════════════════════════════════════════════════════════════════════════════════╬════════════╬═════════════════════╬═════════════════════╬═══════════════════╣
║      34156 ║ 2BDBF2EA-7E23-447B-A070-97274FFD7EF5 ║ TestJob  ║ 2018-01-31 08:51:12.000 ║                    4 ║ NULL        ║ 2018-01-31 08:51:13.000 ║                     1 ║ 2018-01-31 08:51:13.000 ║ 2018-01-31 08:51:28.000 ║ NULL                    ║        3514780 ║ The job succeeded.  The Job was invoked by User me.  The last step to run was step 1 (Step1). ║          1 ║                   0 ║                   0 ║                 0 ║
╚════════════╩══════════════════════════════════════╩══════════╩═════════════════════════╩══════════════════════╩═════════════╩═════════════════════════╩═══════════════════════╩═════════════════════════╩═════════════════════════╩═════════════════════════╩════════════════╩═══════════════════════════════════════════════════════════════════════════════════════════════╩════════════╩═════════════════════╩═════════════════════╩═══════════════════╝


The dbo.sp_help_jobactivity stored procedure references the dbo.sysjobactivity table.  Microsoft docs for that table shows they use the following construct to determine the current status of a job:

CASE
    WHEN sja.start_execution_date IS NULL THEN 'Not running'
    WHEN sja.start_execution_date IS NOT NULL 
        AND sja.stop_execution_date IS NULL THEN 'Running'
    WHEN sja.start_execution_date IS NOT NULL 
        AND sja.stop_execution_date IS NOT NULL THEN 'Not running'
END AS 'RunStatus'