I cannot locate button, symbol or anything that will allow me to quit a game in progress. I was in a learn to play mode I got to a point where I understood how to play. There was no way I could determine how to terminate the game. Same situation in a skirmish game. All other Age of Empires have a way to terminate and start over.
Use the F10 or Escape key to bring up the menu. There are options to Save, Load, Quit, Restart, etc.