Leaving the mission can start only after destroying the virus and killing both Silvio and Francesca. Each of the ways presented, will grant you an achievement and will make you closer to reaching the twentieth level.
Motorboat (M4,56) - Berthed in the back of the castle. Go down the hill to get to it.
A boat (M4,26) - In the coast by the pier.
The car (M4,40) - Parked close to the Caruso Mansion.
A plane (M4,52) - In the lab.