Type ; + Enter to terminate the current statement (will give an error message because what you typed so far is not a valid statement but never mind). Then .quit + Enter.
Note that in SQLite 3, SQL statements must be terminated with a delimiter, which is ; by default. The non-SQL commands, which start with a ., do not need to be terminated this way, but they are considered complete as soon as Enter is pressed.
If a command does not start with a . and Enter is pressed without the SQL termination character, the CLI client displays the "continuation prompt" (...> in your case) and expects the SQL command to be continued on the following line(s) until it is properly terminated.
You can terminate the SQLite 3 program by typing your system's end-of-file character (usually a Ctrl + D). Use the interrupt character (usually a Ctrl + C) to stop a long-running SQL statement.
For the Windows command prompt, pressing Ctrl + Z and then pressing Enter worked for me. It directly brought me out of the sqlite> prompt.
If you want to stay at the sqlite> prompt, but just come out of the inner prompt, ...>, then as JimmyB has said, type ; and press Enter. It just completes your statement, the prompt ...> shows it is expecting more in the statement so far typed, as SQLite statements always end with a semicolon.
Use a ; (semicolon) press enter then use .exit. Done!
The invincible trap
You have entered multiline command input. To exit the command multiline input use a semicaolon (;) to complete your command. And then use .exit to exit from sqlite commandline or continue with what you want to do.
sqlite>
sqlite> cd
...>
...> .exit
...> .exit
...> exit()
...> ; # This semicolon completes the incomplete cd command
Error: near "cd": syntax error
sqlite> .exit