In fact, he had found a way but waited for the weak to escape because he wanted to know where Helium H was. It turned out to be not deeper than where he was but a lot more dangerous due to the abundance of Abhorrent Flesh Eaters.
What he also tried to learn was a way to traverse the underground world alone with no guide. Trainers out there were in a variety of ways.
He ran for a day until he saw the light. He came out in a dirty city where slaves of all kinds are paraded and sold. Seeing a small kid, some slavers smiled and sent some people toward him but he lost them in the crowd.
He later found out he was in Abe Town, a lawless community where all criminals stay. However, on a quick scan, he realized that there was no Rank 4 let alone Rank 1 that could pose a threat to him.
So, he got some answers from one of the traders. And later get an amp to Oak Wood Town.