After creating your lesson content, and you have published and played your lesson you will notice that you will be stuck in the player. That's where the exit node comes in.
To create an exit node right click in the Storyboarder. Under the misc menu, there is an option for "Exit".
The exit node should be placed at the very end of the scenario, so when it is initiated it will exit the player browser.
Connect the exit node, save and publish your lesson. Now when you play the lesson, after all the steps are completed the player browser will exit.