Depending on how a challenge is set up, you may have the option to leave or change teams.  

To leave a team challenge, a user must leave the team that they've joined. 

Leave a Team

•   Go to the Challenge
•   Scroll down to the Leader Board at the bottom of the screen
•   Click on the team you are in (bolded in the leader board list)
•   Click Leave in the small team popup.  

At this time you can choose another team to join, if you wish.