Before, check if Qt has a class for what you want to do. Maybe you want to use QDialog instead of QWidget for what you want to achieve.
The following code: suppose you want to delete the widget when the X is clicked and you just want to know when to do something.
Try connecting the signal from the base class QObject of your widget when it is Destroyed:
-Your Widget
-attribute setted to destroy your widget after X(closebotton is clicked) or the close() handler is triggered
-connect the destroyed() signal to whatever slot you want to do something before it is destroyed
pWindow = new QWidget();
pWindow->setAttribute(Qt::WA_DeleteOnClose,true);
connect(pWindow , SIGNAL(destroyed()), this,SLOT(processCloseButtonWindowsClicked()));
for more info:
https://doc.qt.io/qt-5/qwidget.html#close
https://doc.qt.io/qt-5/qobject.html#destroyed