How to close all my Overwolf app windows when the game exits?

What is the best approach to close all my OW app window when the game exits?

the game exit triggers the onGameInfoUpdated event.
So you listen to it and identify when the game is not running anymore:
event.gameInfo.isRunning == false.

Once the game exit point is identified, your app background window should close all the open windows and then, close itself. (or any other action to do. it’s up to you).

On the PUBG sample app, you can see the working code for similar behavior.