Continue is used to go to the next iteration of a loop. So something like this would make sense. Now you could use what ever conditions (yours is a==5 to break on), and whatever business logic you wanted (mine is a silly, contrived example).

StringBuilder sb = new StringBuilder();
for(String str : strings) {
    sb.append(str);
    if(str.length() == 0) continue; // next loop if empty

    str = str.substring(1);
    sb.append(str);
    if(str.length() == 0) continue; // next loop if empty

    str = str.substring(1);
    sb.append(str);
    if(str.length() == 0) continue; // next loop if empty

    sb.append(str);
}

A continue statement without a label will re-execute from the condition the innermost while or do loop, and from the update expression of the innermost for loop. It is often used to early-terminate a loop's processing and thereby avoid deeply-nested if statements. In the following example continue will get the next line, without processing the following statement in the loop.

while (getNext(line)) {
  if (line.isEmpty() || line.isComment())
    continue;
  // More code here
}

With a label, continue will re-execute from the loop with the corresponding label, rather than the innermost loop. This can be used to escape deeply-nested loops, or simply for clarity.

Sometimes continue is also used as a placeholder in order to make an empty loop body more clear.

for (count = 0; foo.moreData(); count++)
  continue;

The same statement without a label also exists in C and C++. The equivalent in Perl is next.

This type of control flow is not recommended, but if you so choose you can also use continue to simulate a limited form of goto. In the following example the continue will re-execute the empty for (;;) loop.

aLoopName: for (;;) {
  // ...
  while (someCondition)
  // ...
    if (otherCondition)
      continue aLoopName;