I am playing an Evil Party Cosnisting of:

Me - A Elf Chaotic Evil Fighter, wannabe Drow
Viconia - Cleric
Edwin - Mage
Korgan - Berzerker
Jan - Thief/Illusionist

I just Killed Adalon, the Silver Dragon and i was wondering what is the way out of the underdark now? where is the Drow Gateway?

The exit lies within the Kuo-Toan dungeon.

Yes but i am still in the caves by Ust Natha and can't get away from here

What do you mean you can't get away from there? Do you mean you don't know where the Kuo-Toan dungeon is? If that's the case, then the entrance to the Kuo-Toan dungeon is on the extreme west of the main Underdark area near the Deep-Gnome bridge.