Files that are being edited have a "*" mark on the file tab.
If you try to closed a file that is being edited without saving first, a Save Confirmation message will be displayed.
Once it is saved, the "*" will be removed. This allows you to confirm whether a file is being edited or has been saved.

For Schematic Sheets and PCB Sheets contained in a project, a confirmation message will not be shown even when they are closed.
A Save Confirmation message will be displayed when you try to remove a project. For more details about edited contents in projects, refer to Project Statuses.