Once entering the park do you have to continue thru the entire park or can you cut off and head back to another destination...

There are several freeway entrance ramps on the avenue of the giants...101 is parallel to the avenue

Great. I'm heading to Oregon but didn't want to completely miss the park.

Yes, quite a few places to return to the 101.

There are a couple exits back to the 101.

You can exit to 101 mid way too.