As stated in your image, the close button is "a unicode character"
Note that the character used in the above example is the multiplication symbol (215 or U+00D7).
One problem with relying on text assets for icons is that the user may be able to change the underlying glyphs leading to confusion.
Linked docs are partially down. The following is quoted:
Reveal modals are easy to build, just make sure they live right above
your closing body tag or they won't work properly. Follow the markup
below to get started:
<div id="myModal" class="reveal-modal">
<h2>Awesome. I have it.</h2>
<p class="lead">Your couch. It is mine.</p>
<p>Im a cool paragraph that lives inside of an even cooler modal. Wins</p>