It would be very helpful if you would elaborat further. What system did you run the game on? What resolution did you pick? Did Alt-F4 not turn off the game?
Windows 10 and I picked full screen and the game got stuck and changed my laptop resolution and I tried to Ctrl+Alt+Del multiple times until it showed me the pop-up window to turn off the game. (And no I never tried Alt-F4 because I never knew it was a thing.)