Assuming that I understood you correctly, you've started an app downloading from the Mac App Store, and realized that you did not want it to download.
In order to stop it, go to the "Purchases" tab in the Mac App Store and click the pause button. This will stop the download. Then, go into Launchpad (F4 on the new MacBook, a four finger pinch on the trackpad, or the Rocket icon in the Dock). In Launchpad, find the icon of the app that is downloading, and click and hold until an x appears in the upper left corner. Click it and confirm.