Clean Text for Mac is designed so that windows are not saved in a document when they are closed. This is useful because when you open the app there is always a new window where to process the text. It also prevents you from wasting time managing documents on your hard disk.
How can I find the previous windows when I open the app again?
If you want to find the windows used previously when you reopen the app, do not close the windows individually but simply close the app with the "Quit Clean Text" command. This way, when you open the app, you will find the windows used previously.
How can I save a document?
If instead you want to save a document, you have to do it explicitly, use the "Save" command from the File menu (or the corresponding button in the Toolbar).
How to find an old window?
Are you looking for a window you worked on that you can't find anymore? Choose "Open Recent" from the File menu.