Leave a puzzle and continue later
You can leave a puzzle in the middle. Close the tab. Walk away. The unfinished board stays in this browser.
When you come back, Continue on Home takes you to that board, marks and all. You do not have to finish in one sitting.
This is the ordinary way to play a harder band, or to use a ten-minute window. Start. Stop. Continue later.
If you would rather drop the attempt, use New game. Use Restart if you want the same puzzle from the first empty cell. Continue is only for the board you left open.