You don't have to finish a module all at once; you can leave and return as needed. The best way to ensure that your progress is saved is to use the Close Module button at the top right.
To continue working on a module that you already enrolled in, go to the My Active Modules page. You will need to click the arrows to view modules by category. When you find the module, click Go to Module. Then you can continue as above.
If you don't see the Go To Module button, check that the training has not expired. There is a description under each module reporting the current status. Contact the training team if you need a module to be extended.