Connect your wallet on https://wallet.zksync.io/ and click Withdraw, then select STORJ tokens, put amount and specify address to where you want to withdraw (it suggests to use the same address on L1 by default).
If it’s a first time, when you want to withdraw, it will ask you to register an account. This is one-time procedure and requires 11000 gas, you can pay it with STORJ tokens too.
Then you would be able to withdraw to any L1 address, include deposit address of the exchange.
To make you familiar with the technology I would recommend to train on Rinkeby test network first: Test zkSync with TestSTORJ token
If you post your address, I’ll send you testStorj on Rinkeby network and you can test it yourself. To do so, you need to switch the main network to the Rinkeby and connect your address on https://rinkeby.zksync.io/account
When you would feel comfortable with a technology, you can switch the network back to the mainnet and use https://wallet.zksync.io/