If you have joined a team and you want to leave to join a new team or create your own team, you can always just leave the team.
To leave a team, you need to open the Teams Section on the Team Ranking Tab. Then Click the Details Button to open the team information. At the bottom of that screen, there will be a Leave Button, which will take you out of the group.
If you leave a team, you won’t be able to participate in the Team Challenge until you join a new team before the start of the event.