Shutting down Continuum while a project is building or queued is NOT recommended. The build queues page should be used to cancel any currently running and queued builds before shutting down.
From the menu, choose the 'Queues' link
Then you'll get the Queues page
In this page you can see the current build, projects in the build queue, the current checkout and projects in the checkout queue. For each line, you can cancel the process
To shutdown Continuum, the queue must be empty, so when you want to shutdown, you can either wait until all builds are complete or cancel them.
If you don't want to have new projects added in the build queue before you shutdown Continuum, you can disable all schedules. You'll need to re-enable them on the next startup. (In the future, you'll have an action to automate the disable/enable schedules process.)