They're pretty basic -Drag, close, minimize and maximize. As long as your mock-up canvas is transparent and you set your optimization settings to PNG 32, and you set the Window Style to Transparent in the Create AIR File dialog window, it will appear like and AIR app.
Do I have to actually create an AIR app to get a air mouse event to work? Right now I'm interested in a Close event to make a window inside the app animate as it closes.
Yep, you do. Or at least launch the create AIR file command and click the Preview button. Although I don't think you can do any animation with the standard command. It will simply close the app.