What is the difference between OK and APPLY buttons?

In Windows or Linux, there are OK and Apply buttons.

You mostly saw them when trying to modify some internal settings of the Operating System (OS) itself or tinkering/saving/leaving a program which is installed in that OS.

---

The difference

• OK button:

  Applies the changes and closes the dialog (or goes back to the previous location/one level up)

• Apply button:

  Applies the changes, but keeps the dialog open, so user can make further modifications

Therefore, if you wanna save the current changes you made and then close the dialog right away, hit the OK button.
No need to hit Apply button then OK button.
Just one time, hit the OK button.

But, if you wanna save the current changes you made then wanna make some further changes, then hit the Apply button.

---

How about Cancel and Close (or X) buttons?

It depends on the popup dialog you're at.

They can have the exact same function, that is to close the window/dialog.

Other case, such as in a document/text editing program or other editor software:

If you haven't saved the changes you made in that program, and you try to close it (by hitting the X or Close button), it will then prompt a popup (reminder) window to save the current changes and then close the program or not save anything and just close the program.
In this reminder dialog, you'll also see the Cancel and the X (close) buttons. The Cancel and the X (close) buttons will have the same function, that is to close the popup dialog, and goes back to the program.

---

That's pretty much it.
The popup notifier/confirmation-er (and the buttons) is one of fail-safe procedural in computor world. Either offline or online.

---

Link

The discussion on Stack Exchange UX