How do you exit a route on poke-walker?

You can't actually "exit" a route on the Pokewalker. The Pokewalker is a separate device from the main Pokemon game, and the routes on it are not connected to the routes in the game.

The Pokewalker is designed to be a way to train your Pokemon while you're away from your console. You can walk around with it in your pocket, and your Pokemon will level up, learn new moves, and find items as you do. You can also encounter wild Pokemon on the Pokewalker, and you can catch them by using a Poke Ball.

To stop using the Pokewalker, you simply need to take it off and turn it off. You can then reconnect it to your game console to transfer your Pokemon back to the game.