I personally don't remember each and every step of every program included in UBCD.
I guess you should search for the instructions and/or docs at the original website of each program, like killdisk for example.
BTW, some of the programs are listed in the table at
http://www.ultimatebootcd.com. Not all are, and the specific versions depend on the specific release of UBCD, but it's a start.
About other programs included in UBCD, they usually indicate the correct method, or you would know reading the appropriate documentation.
An example is the several FDisk-like programs, and almost all HDD-related tools. Once the task is completed, you either select the "exit" command from the program, or a message saying something like "press <ctrl>+<alt>+<del> to reset/restart". Or you could read something like "you can shutdown your system now".
The opposite case you would see when running BIOS-related tools. The message would be something like "do not reset / shutdown your system until the program finishes". Then you will get a message stating whether the program or procedure ended correctly, and only when specifically instructed you can shutdown your system using the power button (yes, the hardware manual method, not ctrl alt del). Otherwise, your BIOS might not work anymore (and it is not such a simple task to recover it).
Other DOS-based tools in UBCD will let you "exit" the program. Part of those may not be really finishing the program, but instead they are opening a temporal DOS prompt. Others are completely closing the program and returning to the main DOS prompt. Others give you both possibilities (like Volkov commander for example).
If you really completely "exit" a program (close and exit to the main DOS prompt and the program liberated the RAM it was using), then you can type "poweroff" for example. As I already mentioned, the "menu" command in the DOS prompt of UBCD gives you many possibilities, including the "poweroff" command. Use the “help” command too.
You will find more answers by actually trying UBCD in a VM. If you try it on a real system, then be aware that some (almost all) tools included in UBCD require some knowledge from the user, or you could make more harm than good. Always read the docs before using the tools included in UBCD, and ask if in any doubt BEFORE the actual procedure.