You can't exit the Security Center but you can turn off VirusScan and Firewall.
To temporarily turn off VirusScan do the following:
Double-click the taskbar icon to open Security Center
Click Advanced Menu (bottom left)
Click Configure (left)
Click Computer & Files (top left)
You can disable VirusScan in the right-hand module and tell it for how long.
For the firewall just do the 1st 3 steps above and then select Internet & Network on top left.
Normally you wouldn't need to turn off the firewall though and I don't recommend doing that unless you first enable Windows Firewall