There should be an "Escape" icon within the menu that you can click. If you're using the new menu and can't see it, use the search function to find "Escape" and you'll be taken to a near by location. The highlighted icon below is what you're looking for.

Also if you're stuck inside a boat you can try logging out of your character and back again and you'll be in the water. You can then left click or right click on your boat icon at the top of the screen (can't ever remember which key it is) and you'll be back at your steering wheel.