Actionscript 3 (which is what AIR uses) no longer allows putting code directly on a button. instead give the object you want to add actions to an instance name. its in the properties panel. then you can use that instance name to add event listeners to and change the properties.
ActionScript Code:
btn.addEventListener(MouseEvent.CLICK, buttonClick);
function buttonClick(evt:MouseEvent){
stage.nativeWindow.close();
}
notice also that .onPress is no longer used in Actionscript3. instead you add an event listener of an event type. here i used the MouseEvent.CLICK event.