Hello dudman13, welcome to AF! If you are referring to browser windows, at the top of the screen there will be a button with three tabs pictured. Click that, and then click the X in the top right of any Windows you want to close.
Regarding apps, I have a button on my toolbar that brings up all the recent apps I have used, I don't remember if the S3 got rid of it though. As a backup, you can go into settings/apps/manage apps and then force stop any app causing you problems in there.
However Android's task switching is pretty good on its own, you shouldn't need to manually do this often. Hope this helps!
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