You can change Campaigns once for free at the end of the current Campaign, or you can pay Alliance points to change it. All you have to do is try to set a new Home, as I recall.

You cannot leave Cyrodiil. A current flaw in the game is that once you enter Cyrodiil, you must be in one Campaign or another until such time as they disband your Home campaign.

This last thing is bad for people like me who got into a bad Campaign and used up the free get-out-of-Campaign card to move to another only to have that one turn in to a buff campaign.

Now I just want out. Forever. So, I am waiting for them to disband the Campaign that I am in so I can finally be free.