First, if you're still in the initial room, you can go to Position -> Exit to get out into the city. If you've moved, just backtrack until the exit button appears.
Second, let me direct you to the Guide, at the top of every page.
Third, let me repeat something in the Guide: Join a Faction!
Beyond that, welcome and good luck.
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"May the Grace of Ara go with you, and His Vengeance be wrought upon your enemies."
go to Position then click travel. You should be able to move between rooms with the arrows until you get the chance to exit the building (should have a button called "Exit").
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What Jawa's lack in feet they make up for in inches.