If you have found that the little red "close button" that you are used to does not appear on a Mac, it means that you are using Vectorworks' "Application Window". This application window allows you to dock your palettes to it (thereby keeping your workspace tidy) and by default it displays individual files as "tabbed documents", similar to a web browser.
More information about the Application Window can be found here.
In order to close a single file when using the Application Window and Document Tabs, you simply need to click the small X on the left side of that file's document tab.
If the little X is not appearing and you are only seeing one of your open documents at a time, ensure that you have the option under Window menu > "Show Document Tabs" checked on.