Check When Game Window is Closed for Windows

I'm working on a game for Microsoft Windows and I need to figure out when the user stops playing the game. When I use OnApplicationFocus(bool) it sets as false when I change windows while in play mode in the editor. How can I tell when the window is closed and not when it looses focus?

 

https://docs.unity3d.com/ScriptReference/MonoBehaviour.OnApplicationQuit.html

 

At the bottom, it says:

Note: On Windows Store Apps and Windows Phone 8.1 there is no application quit event. Consider using OnApplicationFocus event when focusStatus equals false.

Does this apply to games that aren't downloaded through the app store?

 

I don't think it worth developing Windows Store App which is not sold through the Windows Store. I'm not sure it is possible even.

You can use this OnApplicationQuit when you make standard desktop applications. Like a game with .exe on windows, or steam application or like that.