Hi  siddangoud,
SQL Server doesn't have a DO WHILE loop construct, but same behaviour can be achieved using a WHILE loop as shown by the below example.
SQL
DECLARE @Counter INT 
SET @Counter = 1
WHILE (@Counter <= 4)
BEGIN
	PRINT @Counter
	SET @Counter = @Counter  + 1 
END
With BREAK statement
DECLARE @Counter INT 
SET @Counter = 1
WHILE(1 = 1)
BEGIN
PRINT @Counter
SET @Counter = @Counter  + 1    
IF(@Counter > 4)
	BREAK;         
END
Output
1
2
3
4
With CONTINUE statement
DECLARE @Counter INT 
SET @Counter = 0
WHILE ( @Counter <= 4)
BEGIN
    SET @Counter = @Counter  + 1 
 
    IF(@Counter = 2)
        CONTINUE;
    PRINT @Counter 
END
Output
1
3
4
5