Exiting the Railroad HQ quickly?
Solution 1:
there are two ways. The one you came in and a second "emergency exit" through the sewers. Look for a hole in the wall on the backside of the HQ for the emergency exit.
You can also fast travel out of the HQ. If you're not a fast travel fan, but still want to avoid going the same way again and again, I would recommend to just fast travel to the church, for a quick exit.