Sometimes, as in this #19 below, the exit can be found at the apex in the form of a sharp distal turn or delta. Direct instrumentation may or may not be possible with small, pre-bent files (6 or 8).
These exits can also be found in the furcation region. If untreated and contaminated with bacteria, they can feed furcation radiolucencies and cause attachment loss (probing). Here is a straightforward #30.
Untreated, you will see radiolucencies centered on the exit as in this #9 retreated below. I measured to the depth of the lateral canal and focused my irrigation and irrigant activation at that level.
Always be aware that the potential for more anatomy exits. With this #28, I found 3 canals splitting at midroot and thought I had found all the anatomy. Fortunately, extensive irrigant activation picked up a lateral exit off the mesial buccal canal in the apical third. Tooth #29 is scheduled for retreatment.
In summary, do not believe for a second that sticking a file in a canal completely cleans a canal system.