Do downloads continue when I close the window?

Yes, your downloads still continue.  Navigating to another window in your browser, or closing the window where BitTorrent Web is running does not stop your download(s).  As long as BitTorrent Web is running and available in your system tray, your downloads will continue until completed.  Of course, you can stop your downloads manually by exiting the application or by pausing or removing the torrent(s) from your Torrent Feed.