Almost every series has integrated qualifying. This means when you join the race session you will you will qualify immediately after the warm-up. When qualifying is complete you do not need to exit the simulation, you only need to click the green 'race' button.
If a series doesn't use integrated qualifying there will be scheduled qualifying sessions all week long. In this case, qualifying times are good for the entire race week.
Remember, you do not need to post a qualifying time in order to race. If no Q time is posted you will be place on the grid according to your iRating after all drivers that did post qualifying times.