So when the water leaves the pressure tank, where does it go and where does it come out?
Depends on the system. The tank (4 gallons system) on mine actually builds up and then as needed the system fills my sump until the Kent float valve (see link below) automatically cuts it off, or until the refridgerator needs water, or you use the faucet you have to put into the sink. Once those are closed off the tank again fills back up until full then the auto cutoff switch on the RO/DI unit shuts itself down.

http://www.drsfostersmith.com/produc...;N=0&Nty=1