You can easily exit the game you are currently playing by simply tapping or clicking the "Exit Game" button on your screen's top right side.  Make sure to use only the "Exit Game" button and not the back button on your browser.  Doing that may cause issues if you want to play the same game or another game.  You may get an error and you would then need to log out completely and log back in.  Please only use the "Exit Game" button if you want to go back to the lobby or switch games.

Or for Mobile, at the top right corner of your screen you will see an "X" and tapping on that will exit the game and bring you back to the lobby.