A wise man once helped me.
In the folder where jquery-ui.css
is located, create a folder named "images" and copy the below files into it:
ui-icons_444444_256x240.png
ui-icons_555555_256x240.png
ui-icons_777620_256x240.png
ui-icons_777777_256x240.png
ui-icons_cc0000_256x240.png
ui-icons_ffffff_256x240.png
and the close icon appears.