While statement sets a condition for the repeated execution of SQL statement or statement block. A very simple example is given below of While loop with Break and Continue. 
- USE AdventureWorks;  
- GO  
- DECLARE @Flag INT  
- SET @Flag = 1  
- WHILE (@Flag < 10)  
- BEGIN  
- BEGIN  
- PRINT @Flag  
- SET @Flag = @Flag + 1  
- END  
- IF(@Flag > 5)  
- BREAK  
- ELSE  
- CONTINUE  
- END  
 
While loop can use Select queries as well. You can find the example given below of BOL, which is
 very useful.  
- USE AdventureWorks;  
- GO  
- WHILE (  
- SELECT AVG(ListPrice)  
- FROM Production.Product) < $300  
- BEGIN  
- UPDATE Production.Product  
- SET ListPrice = ListPrice * 2  
- SELECT MAX(ListPrice)  
- FROM Production.Product  
- IF (  
- SELECT MAX(ListPrice)  
- FROM Production.Product) > $500  
- BREAK  
- ELSE  
- CONTINUE  
- END  
- PRINT 'Too much for the market to bear';