Because it is a Resident Evil game, Resident Evil 3 sewers have increased security as they also house a strange laboratory. For this reason, to get out you will need to find a battery that can open the doors.
The first thing you will need to do is descend into the disgusting sewage, then slide down the slope to the lower level. We're going to take a little detour now, to get some useful items before going to get the battery.
Check your map and head for the office. You will meet a monstrous enemy called Hunter Gamma. These are hard to kill, and you have to wait until he charges at you with his mouth open to properly injure him. Use your shotgun to pull it out, and be careful because you will have to shoot this thing a lot to put it away.
When he's dead, continue to the office. This is a safe room, so you can save your progress and then grab the MGL Grenade Launcher and Explosive Compound B. It's a great way to take out Hunter Gammas, and you'll have to process more to get the battery and out of the sewers.
Leave the office and take the left road to go to the laboratory. There will be more Hunter Gammas waiting for you. When you reach a scummy waterfall on the right, head to a partially hidden tunnel where you can find ammo. Go back up where you came from and take the other tunnel to get to the lab. Here is where you will find the battery that allows you to get out of the sewers.
Come back to where you first dropped on the lower level and go up the ladder, then go up the stairs to reach the door that you need to open. Be careful, because there are more monsters waiting for you.
Remember that you will need to bring the battery with you, as you only get one. When you go through the door, take out the Hunter Gamma who jumps on you, then turn left towards the yellow iron door. Open it, go down to where you used the battery and grab it.