The only abnormal behavior that I see is that when the first window is running, the bar in my Windows taskbar is present, but when the second window runs and the first one is close, I'm not able to see the bar.

try to create m=new Market (this); without a parent. This should give you the icon in the taskbar for this window back.
Also you may want to set the Qt::WA_DeleteOnClose attribute on this window, to make sure it will be deleted once it is closed.

So you may want to change your code to this:

{
        this->close();
        m=new Market;
           m->setWindowFlags( Qt::Window );
           m->setAttribute( Qt::WA_DeleteOnClose, true );   //delete itself on closing
           QObject::connect( m, SIGNAL(destroyed(QObject*)), this, SLOT(show()) );  //in case you want to show the login window again once the window is closed
        m->show();
    }

and if I reduce to icon the window I'll see a very small icon (maybe the smallest achievable) in the bottom right corner of my screen..

you mean the system tray icon? This has to be explicitly set. This happens in the Market class implementation?

Thank you man! ;)

Thank you anyway

Here's an example:

class LoginWindow : public QMainWindow
{
    // ...
signals:
    void loginSuccessful();
    void loginFailed();
}

class MainWindow : public QMainWindow
{
     // ...
signals:
    void closed();

protected:
    void closeEvent(QCloseEvent * event)
    {
        QMainWindow::closeEvent(event);

        if (event->isAccepted())
            emit closed();
    }
}

int main(int argc, char ** argv)
{
    QApplication app(argc, argv);
    app.setQuitOnLastWindowClosed(false);

    LoginWindow loginWindow;
    MainWindow mainWindow;

    // If login is successful, emit LoginWindow::loginSuccessful
    // This would both close the login window and open the main one
    QObject::connect(&loginWindow, &LoginWindow::loginSuccessful, &loginWindow, &QMainWindow::close);
    QObject::connect(&loginWindow, &LoginWindow::loginSuccessful, &mainWindow, &QMainWindow::show);

    // If login failed, just close the login window
    QObject::connect(&loginWindow, &LoginWindow::loginFailed, &loginWindow, &QMainWindow::close);

    // If login failed, or the main window was closed, quit the application
    // This is needed, because we explicitly set the QGuiApplication::quitOnLastWindowClosed property to false.
    QObject::connect(&mainWindow, &MainWindow::closed, &app, &QCoreApplication::quit);
    QObject::connect(&loginWindow, &LoginWindow::loginFailed, &app, &QCoreApplication::quit);

    login.show();
    return QApplication::exec();
}

Alternatively, you can set the Qt::WA_QuitOnClose attribute to false for your login window. However I advise against it because if you don't handle the closing of the login window properly your application will be left hanging (i.e. running without GUI). At least in the above example the application quitting is made explicit.

Kind regards.

The issue I get is when the second window appears and the first disappears, the QApplication seems to close. The window is visible, but for example I don’t see the program in Windows taskbar. I'm sure that there is a better mode to program it.
The same issue I found if I use this.hide() or this.setVisible(false);

what drove you to the conclusion that the app closes? Did your executable finished? Meaning that QApp's exec() returns?
This shouldn't happen when you just hide the widgets.
When you close the widgets you need to call setQuitOnLastWindowClosed(false) on the QApp.

Then you'll have to call QApplication::quit when you want to actually finish