So the Confirmation Corner doesn't appear after you enabled it, or it just doesn't work?
Ctrl Q should close the sketch.
If you cannot see the Exit Sketch icon in the Command Manager (CM) when the Sketch tab is active, add the icon by right-clicking the CM > Customize > Commands > Sketch and then dragging the icon to the CM.
If you cannot see the Exit Sketch icon in the Insert menu dropdown, click the Customize Menu link at the bottom of the dropdown and make sure the option is selected. To have all the tools selected for all menus, right-click any toolbar > Customize > Options and select both Show All buttons.
If none of the above works, try resetting the registry.
There is a flyout for SolidFeatures with 5 options on it Extrude Revolve Loft Sweep and Super Solid (BoundaryBase?) not comming to mind right now. Normally in Sketch the Extrude and Revolve are accessible so they may be placed on the ShortcutBar and accessed from within sketch.
Whether or not you have the Confirmation Corner active or not you can Right Click and choose the top right icon on the Context Toolbar to Exit Sketch or Rebuild your model using CTRL+B or Q as Kelvin mentioned both of these will get you out of the sketch. Sometimes you can get stuck in Customize mode if the Customize Dialog is off screen. It would be nice if it were shown as a Window on the taskbar but in those cases usually Esc will close it or you can force single screen mode to pop it back to the main display window.