Every Lie algebra corresponds to a single simply connected Lie group.
The Baker-Campbell-Hausdorff formula basically defines how to map an algebra to the group.
Bibliography:
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 , only the non-compact part can have more interesting structure.
The most important example is perhaps and , both of which have the same Lie algebra, but are not isomorphic.
E.g. in the case of and , is simply connected, but is not.