Under Control on the right hand side you'll see the Position option. Click on it and you'll get the Position screen, which has a Travel option. You can then use the arrows to travel around the center until you reach the entrance. From there, you can exit the facility and roam wherever you like.
On the room map, special rooms have specific markings. If you hover over the room with your mouse, you'll get a description of what is special about that room. You're looking for the Entrance room, specifically.