Add note about SetExitKey

Frequently-Asked-Questions.md

@@ -5,6 +5,7 @@
 - [What are the default paths?](#what-are-the-default-paths)
 - [What are the dependencies on Windows?](#what-are-the-dependencies-on-windows)
 - [How do I remove the log?](#how-do-i-remove-the-log)
+- [How do I stop ESC from closing the window](#how-do-i-stop-esc-from-closing-the-window)
 - [How do I remove the console window?](#how-do-i-remove-the-console-window)
 - [How do I make a timer?](#how-do-i-make-a-timer)
 - [What do all the fields in `Camera2D` mean?](#what-do-all-the-fields-in-camera2d-mean)
@@ -67,6 +68,10 @@ This page will go over some of the common questions new users have when starting
 
 Call `SetTraceLogLevel(LOG_NONE)` before `InitWindow()`
 
+## How do I stop ESC from closing the window?
+
+Call `SetExitKey(KEY_NULL)`
+
 ## How do I remove the console window?
 
 It can be removed with a compiler parameter, it depends on the platform and compiler. `gcc` supports `-Wl,--subsystem,windows` or [`-mwindows`](https://gcc.gnu.org/onlinedocs/gcc/x86-Windows-Options.html) compiler options. On Visual Studio, in Configuration Properties > Linker > System > SubSystem choose `Windows (/SUBSYSTEM:WINDOWS)` to avoid console. With other compilers there should be similar options.