Is there any breathing techniques I can learn to learn how to exhale fully? I'm 27 and have asthma. I don't take any medication. I'm not exhaling out.

Yes. Pulmonary rehab is helpful to learn how to strengthen respiratory muscles but a 27 year old should have sufficient muscle strength in this area. Asthma is a disease where the airways narrow or go into spasm causing airway obstruction. The obstruction is more noticeable upon exhalation.
Talk to your doctor. Answering both of your questions... Asthma can be dangerous, even cause death if it's severe and not treated well. Not being able to exhale is the main symptom along with wheezing, coughing and being short of breath (or not being able to exercie). Telling your doctor what you feel is important because there is very good medicine available to control the asthma and to relieve what you feel.