Radiator integrated in the wall. Where is the closing valve?

That's a convector, not a radiator. The shut off valve is in the bottom; that grille on the bottom is removable, then put your hand inside on one side or the other and you'll feel a round knob. (edit: it would be on the side opposite the air vent, so the left side on this one.)

As for cleaning it, heck if I know, Ideally you'd hose it out, but where would the water go, right on the floor. Might try blowing it down (or up from the bottom) with compressed air, but be prepared for a fountain of dust shooting out. You'll probably need a compressor, not just one of those cans of air that they sell for cleaning computers.

Each of those rectangular slots funnels down to a narrower slot at the bottom; the idea is that air enters through the bottom,is warmed by the cast iron and wafts back out the top. You could try shoving a small wad of cotton down from the top of each slot with a wire and catching it at the bottom. I tried this once and lost the piece of cotton. Maybe a long skinny fluffy brush like music shops sell for cleaning wind instruments (like a saxophone) would be the way to go. You'd have to slide it into each one of those slots. Google image search for saxophone brushes; they're not expensive.

Oh, one other thing. My mother's house in Brooklyn (where these were and still are manufactured) has them. If that's in the kitchen, there may be a film of grease from cooking coating the inside, which is gonna hold onto the dust. The one I tried cleaning was in fact the kitchen one, it didn't occur to me at the time that it might have needed some degreaser like dish detergent, but then you're back to water on the floor. The rest of them will probably be much easier to clean.