Well, sure you can exit this way but it would not give any chance to close the simulation cleanly.
I would suggest something less brutal, using the Exception mechanism.
If you do it this way :
if (!fileExists(myFile)) throw new java.lang.Exception("The file "+myFile+" doesn't exist")
... // continue the normal processing knowing that the file is there.
you offer a chance for the caller of your function or scenario to do a
try .. catch statement and do something when the Exception occurs instead of stopping short abruptly.