Estimation windows are opened when you click on the OK button from the Run Window. The estimation window shows some of the numerical output from the MARK numerical estimation program (a separate FORTRAN executable), and provides information on the progress of the optimization process, and the variance-covariance matrix estimation process.
You can minimize the estimation window by clicking on the - icon, and continue to develop another model. The numerical estimation algorithm will produce results and display them in the estimation window so that you can monitor its progress if you want. If you close the estimation window by clicking the X icon, the numerical estimation routine will stop.
Because multi-threading (running 1 estimation process and also working on the PIMs or Design Matrix for another model) causes MARK to crash, you should probably turn the multi-threading option off in the File | Preferences window.