You can use GOTO to force an exit from a loop but you should in almost every case be able to code without it.

Using GOTO is a really bad idea so avoid it as apart from producing unreadable unreliable code you will be constantly told how bad an idea it is and how you shouldn't be using it.

One caveat - don't ever use GOTO to jump into a loop.

 Code:
; Permanent loop
While "True"
	$i=$i+1
	"Counter is now "+$i+@CRLF
	; Bail at counter=5
	If $i=5
		"Bailing..."+@CRLF
		GoTo BailOut
	EndIf
Loop

:BailOut
"Loop done."+@CRLF