You can create a continuous spectrum by heating up a material until it
glows. Incandescent solids, liquids, Carbon arc, electric filament lamps etc, give continuous spectra.
When you shine white light through a prism, you find out that it contains a rainbow of colors. This is called dispersion, and it happens because light of different wavelengths, or colors, refracts, or bends, by different amounts inside the prism.
It consists of unbroken luminous bands of all wavelengths containing all the colours from violet to red. These spectra depend only on the temperature of the source and is independent of the characteristic of the source. This is called Continuous Spectrum