There is no "QUIT" game button, for now, don't be looking for one! You're stuck with F5 if you want to go back to the main menu. Untill we find a better option.
Keep in mind the game is still in beta mode, the very first releases were very buggy. Most of the more annoying bugs are gone now, you shouldn't experience too many of them anymore.
The shop has been added. You can buy potions and bombs from the vendor girl in the first city, or inside dungeons 2-7 from the first guard NPC.