There are 3 ways to get out of the Doctor's Lab
1) Easiest is to talk to the fairy near the portal as long as you are still at level 1 HINT: don't levelup until you arrive in the city
2) If you die in the Doctor's Lab then you will respawn at the City Healer (with a bad headache)
3) if you manage to get past the high level guards and find the stairs you might get out but you will most likely die trying.
If you wait long enough (1000 seconds) the fairy might resapwn.

Collect all the gear you can carry and explore every room. Most creatures drop custom items for you to collect. Specialised NPCs will purchase thos in bulk (except for the short swords and daggers)
Talk to every NPC. You get clues and/or valuable quests.

It is an advantage to play in a party of at least 2 PCs. That way you can take advantage of the teleport stone. HINT: Change leader before teleport. Only one PC needs to return to the city for supplies before teleporting back.
Playing solo is possible but will take a lot longer.