How to exit PSX Doom II level 42, The Factory:

First, go into the very large building that's in the south
half of the map.

The blue key is in the southwest corner of this building;
the yellow key is in a small isolated chamber at the
southeast corner of this building.
There is no red key on this level (despite the fact that
you may encounter a door that requires a red key to open).

To exit, go to the large square building in the northwest
quadrant of the map.  You'll need the yellow key to get all
the way inside.
Once inside the large room with all the Cacodemons, there's
no way out again if the door closes behind you.  (You need
the nonexistent red key to get back through this door.)

To exit, Activate the 5 switches that you'll find in the
chambers around the perimeter of the room.  (If any switch
seem hard to activate, step back from it a little, and then
try again.)
The switches open a passage at the northeast corner of the
room, which leads to the exit chamber.