The listener follows standard windows conventions for handling arrow keys, cut and paste accelerators, etc.. In addition, hitting SHIFT-ENTER moves the cursor to the end of the current input expression.
Hitting and holding down CONTROL-C should interrupt the current calculation. You may need to wait a bit since the state of these keys is only checked periodically during calculations.
Closing the listener is equivalent to minimizing it; you cannot remove the listener. Minimizing a graphics window is equivalent to hiding (i.e. sending it the :hide-window message). Closing a graph window removes it.