can i close the window in which the applet is present
Probably not
The applet is acting as the client for the request to the Servlet. It receives the return response. It is up to the applet to make meaning of this response.
When the client that sent the request to the Servlet is a browser, it handles the response and renders the page.
You can forward to a
jsp from the servlet but that does not change the fact that the applet is getting the response not the browser.