There is a notion of sessions while working with SiteBuilder. It means that your browser stores the information about your current progress with the site and does not forget completely about your presence after closing the SiteBuilder's window.
While under a regular user account this is not very important, it is useful to know about this when working in the guest mode. For example, you could make some changes and then close the browser. After you login as a guest again, the past information will not be discarded and you could continue working with your site.
After you have published your site from the guest mode (by entering login data of a regular user), the button appears in the top right corner of the Site Builder's window. Pressing it will finish your session and next time you login into the SiteBuilder as a guest user, you will start from scratch as the previous session was 'closed'.