If you want a turtle to move continuously when you click on it, Right-click on the turtle’s dialog box to open it. In the On Click drop down menu choose New and then Apply.

In the Procedures Pane,  write a procedure like this:
to t1_click
forever [fd 3 wait 1]

Now, click on your turtle - it starts moving! If the turtle moves too fast, play with the numbers. FD gets the turtle to make a step forward . wait gets the turtle to pause. It's just a pause between the steps. So if you want your turtle to move faster, you can either make the steps bigger or the pause smaller. Choose whatever suits you better.

To stop a turtle, click on it again. If it’s hard to do (say, turtle moves too fast), click on the Stop All button (look for it at the left of the Command Centre).