Hi RobertR18,
a. Parallels Desktop is a Mac application. So it will not have a close button as Windows application and please understand Windows is not an application to have a close button. As you are using Parallels Desktop as a platform to run Windows you will get Mac close button. You can enter fullscreen using the green colored button.
b. Parallels Desktop will have an icon and another icon for a virtual machine. First Icon is to access Parallels Desktop control center and second is to access the virtual machine.
c. The play button is to start the virtual machine after it is started Windows will start booting.
d. Please share a screenshot of what you are asking. If you asking about Start Menu Search suggestions then we cannot do anything about it.
e. Always run in background option will let you start Windows immediately and use the applications installed in it.
Last edited: Jun 17, 2018