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Hover your mouse to the top of your screen. The menu bar should appear. Click <enter application name here> and click Quit <application>.

Or just press Cmd-Q

Edit: or are you wanting to take it out of full-screen mode? Read below if so.
 
Unless it's Google Chrome—which you have to quit to close out of full screen mode—Just move your mouse to the top right of the screen. The menu bar should show itself, and there will be a blue button to the right of everything. Click this and you will exit fullscreen.

topbar.png
 
shift+command+f allows one to exit full screen mode in Chrome without quitting the app. You can use the menu bar: view>exit full screen
 
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