6

Near the end of the movie

Rey fights Kylo Ren in Snoke’s throne room and while they both try to force-pick the lightsaber, the lightsaber itself breaks apart in a huge explosion. We later see Kylo unconscious on the floor, but Rey is gone and few scenes later she’s aboard the Millenium Falcon. How and when did she escape the throne room after the explosion?

17

I believe it is Hux who mentions

She stole Snokes personal shuttle

2

Rey regained consciousness before Kylo Ren awakens and before Hux appears. It is likely Rey's escape is what led Hux into the throne room to find Snoke dead and Kylo vulnerable (remember how he seems to be wanting to pull out a gun of some sort).

Hux, after Kylo explains that Rey "killed" Snoke, says:

She took Snoke's escape craft
Transcribed from the film

What exactly Snoke's escape craft is isn't clear, I would assume it was a special escape pod just for Snoke, which is how Chewbacca then picked her up again.

1

Rey escaped in Snoke's personal "escape shuttle". She remained in orbit, then signalled the Falcon for a pickup.

Aboard her stolen escape shuttle, Rey had waited in increasing frustration as the First Order’s Star Destroyers formed a cordon above the planet and drop ships began descending, bearing walkers and a mysterious cylinder she didn’t recognize.

She’d hoped that Finn and General Organa were down there and hadn’t been caught aboard one of the many transports she’d seen destroyed. It was terrible to think that they might already be dead—or might die while she waited helplessly for the Falcon to return. By the time the freighter had emerged from hyperspace she’d been frantic—and annoyed Chewbacca enough that he silenced her with an aggrieved howl as she hurried through the air lock.

The Last Jedi: Official Novelisation

and

Jarred by the voice, she sat bolt upright in the cockpit of Snoke’s private shuttle. Of course there was no one else in the ship. Those words were just an echo in her mind. Something she had repeated to herself to stay alive on Jakku. A truth about herself with which she had reconciled.
Those words had just saved her, drawing her from what could have been a deadly slumber.
All the cells in Rey’s body seemed to pulse in pain. The fight with Snoke and Ben had taken everything she had. When Ben had fallen, she’d managed to retrieve the pieces of Luke’s lightsaber and drag herself onto Snoke’s shuttle. She had worked up just enough energy to set the autopilot and send a message to R2-D2 before crashing into the pilot’s chair.
Alert now, Rey saw the shuttle had navigated through the smash-up of Destroyers. Yet instead of an open starfield, another starship filled the viewport, one familiar to Rey.
The Millennium Falcon.
The console buzzed from an incoming signal. Rey opened a channel. Chewbacca’s arfs broke through the subspace static. Was she okay? Rey slipped out of the chair. “I’m alive, if that counts for something. But I’m going to need a medpac."
A tube extended from the Falcon and docked with the shuttle. Rey staggered through it onto the freighter. R2-D2 retracted the tube and closed the hatch.

The Last Jedi: Official Junior Novelisation

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