It is not uncommon to have more than one program open at the same time. In Windows 95 it is very simple to move between open applications, or programs.
This image shows a taskbar - it is the bar that is visible at the bottom of your screen. To move between applications, simply click on the application you wish to use and it become the active window. When you want to move to another application, there is no need to close the application you are working in, unless you have finished with it. Again you can simply click on the application on the task bar you wish to use.
Don't worry if your task bar has different applications and icons on it to the one shown, that only shows the software on the machine being used to take the image from.