Continuous Auto Focus is mostly used for sport or action photography when the subject (or the photographer) is continuously moving. With an AF sensor on the subject, press the shutter button halfway. The camera will continuously focus as long as the button is half-pressed. When the button is fully pressed, the camera will take a picture no matter whether the image was in perfect focus or not. This is called release-priority.
Adapted from 40 Digital SLR techniques by Darrell Tan (Youngjin, 2006; $17)