เขียนโปรแกรมให้ถามก่อนปิดหน้าเว็บเพจอย่างไร

onunload (or onbeforeunload) cannot redirect the user to another page. This is for security reasons.
If you want to show a prompt before the user leaves the page, use onbeforeunload:

window.onbeforeunload = function(){
  return 'Are you sure you want to leave?';
};

Or with jQuery:

$(window).bind('beforeunload', function(){
  return 'Are you sure you want to leave?';
});

This will just ask the user if they want to leave the page or not, you cannot redirect them if they select to stay on the page. If they select to leave, the browser will go where they told it to go.
You can use onunload to do stuff before the page is unloaded, but you cannot redirect from there (Chrome 14+ blocks alerts inside onunload):

window.onunload = function() {
    alert('Bye.');
}

Or with jQuery:

$(window).unload(function(){
  alert('Bye.');
});

credit:
http://stackoverflow.com/questions/7080269/javascript-before-leaving-the-page