You can leave Canada any time, but if you're not able to return your inland process will likely be canceled. My wife traveled with me abroad many times even before we apply for the sponsorship (as a visitor with the visa about to expire and now with the OWP). She never had any issues returning.
You just need to make sure you meet all requirements to enter canada, have your paperwork (American citizenship, eTA, or Visa), proof of financial means, and explanation of what do you intend to do in Canada. You might not even go through the hassle of being questioned on the border control, but be ready.