Here are both methods. Choose which product version you are using.
If you are using Online TurboTax (website version), then in the left menu column scroll way down to a link that says "Sign Out."
Online TurboTax saves your info after every screen. It will even save if you accidentally close the browser or get disconnected. But the best way to exit is to use the "Sign Out" link at the bottom of the left menu column. You may have to scoll that left column way down until it becomes visible. It scrolls independently from the rest of the screen.
If you are using the desktop product (CD/download), then you can click way up in the top left corner on the FILE menu, and in the dropdown menu choose "save" or "save as".