Does that mean you should spend all your free time frantically closing one app after another? No, this is more myth than magic. iOS and iPadOS are smart enough to keep your open apps frozen so they take up little or no resources. However, force-closing an app is a good tactic if that app is freezing or crashing or otherwise misbehaving.
To close an open app on an iPad Pro, swipe up from the bottom to display the App Switcher. Then just flick the offending app off the screen by swiping up on it.