Yes, you could say that and would be understood. You could also say the following: 1. I'm not at work anymore. 2. I'm finished with work for the day. 3. I already left work. 4. I'm already done working today. 5. My shift at work is already over.

You can - it's a typically American way to say it. It would be a bit more normal otherwise to say "I've left work already", putting it into the present perfect.

It is correct to say that. As to what else you can say - you can say that you left the office, or you're not at work already, or that you're already at home. Whatever you choose, there's quite a number of options.