You can wind down, you can quit cold after telling the therapist you want to be done, you can just cancel your next appointment and not go back or you can talk to the therapist about setting an ending date among other ways.
I have never had one say I could not come back if I wanted to at a later date if they were still in business.

There is a blogger on Psychology Today - Ryan Howes who wrote about termination if you are interested. I think he is an obnoxious, condescending jerk, but many seem to like him.