"That's the way" is a common idiomatic expression that means "that's how it is" or "that's the situation." There are many synonyms you can use to convey a similar meaning, including "such is life," "that's life," "it is what it is," "c'est la vie," "that's how the cookie crumbles," "that's how things go," "there's nothing we can do," "take it or leave it," "this is the reality," "that's how the game is played," "that's just the way it goes," and "that's par for the course." Regardless of the phrase you use, the meaning is the same: acceptance of a situation that cannot be changed.