Lie Groups, Physics, and Geometry by Robert Gilmore (2008) 7.2 "The covering problem" gives some amazing intuition on the subject as usual.

Example at: Lie Groups, Physics, and Geometry by Robert Gilmore (2008) Chapter 7 "EXPonentiation".

Example at: Lie Groups, Physics, and Geometry by Robert Gilmore (2008) Chapter 7 "EXPonentiation".

Furthermore, the non-compact part is always isomorphic to $R_{n}$, only the non-compact part can have more interesting structure.

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