When I am coming out of an app such as facebook, do I just back out of it and is it still using up my data?
Yes, such internet-based applications normally use background services to stay connected with their servers and use mobile data when Wi-Fi is not available. But data usage is often very low for such background apps.
If you want to stop any data usage of any app when you are not using internet apps, you can disable mobile data temporarily. To do so, Go to Settings -> WiFi and networks -> Mobile data and uncheck the option to disable mobile data.
Also, if you are using Android 4 ICS or newer, you can disable background mobile data usage for some apps. Just go to Settings and under Wireless and Networks, click on Data Usage. Then you will see a list of apps that has used your data. Select the app you want to restrict and in newer window, scroll to bottom and check option "Restrict background data". Then, no background mobile data for that app is allowed.