How do I close an order on MT5?

Find the order in the "Trade" tab, right-click it and select "Close order". In the pop-up window, click the "Close order" button. 

You can also close a position with an opposite one. Double-click the position line in the Trade tab, then select "Close by" in the Type field. The list of opposite positions will appear below. Select one of them from the list and click the "Close" button. If you have more than two opposite positions, you can select "Multiple close by" in the Type field. This operation will close open positions in pairs.