FS 2002 docs seem to imply that the engines on the lear jet can be manually started. I have not been able to cut them off. I saw the throttle quadrant and moved the throttle to cut off but the engines still run. Any help would be greatly appreciated.

Move the mixtures to cut off on the throttle quadrant will be my guess.

If I remember correctly, Contol + Shift and then F1 does it. It was a published engine option in one of the older releases of FS but somehow got dropped out of the documantation over the years.This Ctl/Shift/F1 will "kill" all the engines.