Just close the window to exit Incognito mode. Yandex.Browser will delete all the cookie files that were created while working in this window.
By default, extensions are disabled in Incognito mode. Some of them can be enabled manually. To allow using extensions in Incognito mode:
By default, Turbo mode turns on automatically if the download speed is less than 128 Kbit/s. When this happens, the Turbo icon appears. When the speed reaches 512 Kbit/s or higher, Turbo mode is deactivated and the icon disappears.