When you are finished with your VLISP session, you can close the program by either choosing Exit from the File menu or clicking the Windows Close button. Note that AutoCAD does not completely unload VLISP but merely closes all VLISP windows.
Upon exiting AutoCAD, if you have made any changes to the code in any VLISP text editor window and have not saved those changes, you will be asked if you want to save your changes. You can either save all the changes you've made by choosing Yes, or save none of the changes by choosing No.
VLISP retains its state when you exit. The next time you start a VLISP session, VLISP automatically opens whichever files and windows were open when you last exited.