The descriptions of most rooms outline the directions in which exits exist. Typical directions include the eight compass points ('north', 'south', 'east', 'west', 'northeast', 'southeast', 'northwest', and 'southwest'), 'up', 'down', and 'out'.
To go in a particular direction, simply type the name of that direction (e.g, 'north', 'up'). The name of the direction can usually be abbreviated to one or two characters (e.g., 'n', 'sw'). You can also type 'go <direction>' to move; this is particularly useful if you know you're going to type several movement commands in a row (see "help go").
In addition to such vanilla movement, some areas may contain objects allowing teleportation and almost all areas permit the use of the 'home' command to teleport you to your designated home (see "help home" for more details).