The Exit option exits PlotShop and prompts you to save the changes made to the canvas if you have not done so already.

Yes: Click on Yes with the left-most mouse button if you wish to save the layout information. PlotShop will perform the Save if you already have saved to a layout file once before, and will overwrite the contents of the old layout file. If you have never saved to a layout file then PlotShop will perform the Save As... option.
No: Click on No with the left-most mouse button if you wish to exit PlotShop. All changes made to the canvas since the last save will be lost.
Cancel: Click on Cancel if you don't wish to exit PlotShop or want to save the layout file to a different name than the last layout file name.