After saving and exiting the game in Dragon Quest XI you are brought back to the intro screen but the game is still in full screen mode with no clear way to close the program and return to Windows.

In order to exit the game can Press the Windows key on the keyboard which will show the task bar, then right click on the Dragon Quest Icon and choose ‘close window’. At this point, Dragon Quest will prompt you with a dialog box that asks if you really want to close the game, choose ‘Yes’.