If the male gets his orgasm and the female doesn't, do they continue having sex or just quit?

Easier for male to: Orgasm. Need to work out what works best for you & partner. U may require lots of foreplay & he may not. Suggest how he can get you maximally excited, by stroking, touching. Rubbing or kissing erotic areas until ur ready, before he tries to penetrates. Might erotic movies help? Can he play with you after his orgasm?. Don't give up. Many couples have to work at it, it's worth it. Good luck.