1. I don't use AVG (never did). See in the bottom right corner of your screen. There you should see AVG program opened. To see if AVG is there just take your cursor and pass it over the icons that are placed in that corner (a text will appear when slowly passing over an icon). If it is there, then right click on it, and then in the contextual menu that comes select Exit or Close or similar property.
2. If 1 didn't work. Go to the same corner but instead of right clicking on it. Just click (left) and the program should appear on your screen. You will find a Exit or Close button somewhere in the AVG window. Click on it to close the program.
3. This third solution is in case you haven't found the program. Go to the taskbar (the bottom bar on your screen), right click and select task manager. Go to the processes and look for AVG (in the description you will see that it is referred as a antivirus or spyware protection). Select it and then click on End process. The next time you will start your computer the program will open again. Probably will prompt about recovering from an forced close but it will work fine. I wouldn't recommend doing this often because it will not save logs or such details if it is forcibly closed.

4. If this didn't help you or you didn't quite understood, then you should just refer to the manual. The manual of the program should be in the folder in which you installed the program.