Dejar or salir- Which to use when?

When should you use dejar as opposed to salir when taking about "leaving" John

dejar means to leave something, such as "dejé mis llaves" I left my keys, or "dejo mi abriga en casa", I'm leaving my coat at home. Salir means "to go out", like "salgo al mercado" I'm going out to the market", or salimos de Madrid a las ocho we left Madrid at eight.

Hola, Muchas gracias por tu ayuda. John