You may now wish to exit emacs entirely. Use C-x C-c to exit emacs. If you exited without running x in the +inbox buffer, Emacs will offer to save it for you. Type y or <SPC> to save +inbox changes, which means to perform any refiles and deletes that you did there.
If you don't want to leave Emacs, you can type q to bury (hide) the MH-E folder or delete it entirely with C-x k. You can then later recall it with C-x b or M-x mh-rmail.
On the other hand, if you no longer want to use MH and MH-E, you can take your mail with you. You can copy all of your mail into a single file, mbox-style, by using the MH command packf. For example, to create a file called msgbox with the messages in your +inbox folder, use packf +inbox. The packf command will append the messages to the file if it already exists, so you can use folders -recurse -fast in a script to copy all of your messages into a single file, or using the -file argument, a file for each folder.