You can capture the window manager delete window action with the
following:

wm protocol .toplevel WM_DELETE_WINDOW { puts "Don`t delete me" }

This overrides the window manager`s default action, so if you wanted to
have a clean up procedure execute before closing the window, you have to
make sure to close the window yourself.

The wm protocol will catch window manager generated close requests, not
internally generated `destroy .toplevel` calls resulting from user
commands.  Presumably, you have control over all user command
processing, and can call private close functions for explicit
confimation before removing the window.