You can find the fields for setting a close down date and time for an event hotel in the "Changes" tab when building an event hotel. From here, set what date and time you want close down to go into effect. Note that the hour drop-down is written in a 24-hour clock format, meaning for example "Hour 17" means 5:00 PM, and "Hour 0" means 12:00 AM.
The message field will be automatically populated with what was written in the event level close message, but whatever is typed in this event hotel-specific box will override the event message. You can use this box to then provide the direct means a guest can contact the hotel, to submit their change request.
Keep in mind that if you are signed into the MCP when submitting a change request any time after the close down date, you will still be able to submit requests, meaning the fields to edit the reservation details in the change request process will not be grayed out - fully accessible to you. Don't get confused! :)