** Spoiler **
When you killed her, you should have picked up a scroll that has some enchantment written on it. This scroll will unlock the exit doorway.
You need to find the tunnels in the Western part of the map -- where the Kua-Toa Prince is. This exit was really difficult to find. It is almost right in the middle of the map on the left side in a small pathway between two rock formations. Just move around until the cursor changes to the wheel. Once into the tunnels, and if you search through all of the tunnels in this area, you will come across a band of Drow who are defending a gate. Killing them and possessing the scroll will get you out of the Underdark.
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