When SSL is set up, it undergoes a handshake. This handshake allows the two clients to securely decide the details of the conversation and exchange key material. Once the handshake is complete, both sides can communicate securely. This entire conversation is simply an exchange of messages, so SSL is not technically limited to any transport protocol. You could run SSL over UDP if you really wanted, though standard libs probably don't support it and I wouldn't suggest trying it.
To answer your question fully - there's no such thing as a message in the SSL protocol to say "this SSL session is ending". The session is tied to whatever logic is provided by your transport layer and application layer, and it's up to the SSL implementation to deallocate resources when the conversation has "ended".
One thing your application might do is create an SSL wrapper around a TCP connection, send a few messages, send a "I'm done" message, tear down the SSL wrapper, then go back to the first step without closing the TCP connection. This way you could run multiple SSL "sessions" in serial using a single connection. I'm not sure what the use-case is, and I'd just make a new connection, but there's no technical limitation to stop you.