When you are downloading a file through a torrent, you are downloading bits of the file and uploading them to share with others at the same time. That's how torrents work.
When you've finished downloading the file, it continues to upload/share (or "seed") the other pieces to other users. You can stop this at any time without any damage but if you want to give back to the other users downloading and uploading the file, you can leave it to seed.