You can exit a Clay workspace by logging out. Simply select your profile on the top right of the screen and click "Sign Out".
If you need further help, you can request human assistance by clicking on "Talk to a person".
Unfortunately, you can't leave or exit just one Clay workspace on your own. Each workspace is tied to a separate account, so you'd need to be removed by an admin of that workspace.
Is there a specific reason you want to leave one of your workspaces?