How to exit Doom level E1M4, Command Control:

First, you'll need the blue key.  It's inside a small
structure that's located in the middle of a large circular
area on your Automap.
After you pick up the blue key, exit that circular area
through a doorway on the west side (check your Automap).
Stepping through that doorway will put you in the middle of
a north/south hallway.  Turn left and go south.
Follow the right-hand wall until you come to a blue-keyed
door, and open it.
Step forward a few paces and turn right.  Ahead of you, and
slightly to your left, you'll see a long, straight corridor
leading north.  Go all the way to the far end, and go
through the opening on the right.
As you step through that opening, turn left, and follow the
left-hand wall around to a wider area where you'll find
some armor, and the yellow key.
Grab the yellow key, and step through the opening to the
north, and go up the stairs.
At the top of the stairs, you'll find a switch nearby on
the wall.  Activate it, and open the yellow-keyed door
that's next to the switch.
Go through the door and you'll step into a room where
you'll find some stairs that lead up to the exit door.

Done!

PC Doom players can click here to access a demo that shows
how to exit this level.