Yes, you can say that. It means "I went for a run." Strictly speaking it is not the past continuous, which would be "I was running." It is the past tense of "go" + the gerund of "run." Other examples: I went to shop ==> I went shopping I went to fish ==> I went fishing I went to fly (as in flying a lightweight aircraft) ==> I went flying I went to ski ==> I went skiing. I went to swim ==> I went swimming. You usually use this construction for verbs denoting a hobby or an active activity. So you can't say: I went to sleep XXX I went sleeping. I went to eat XXX I went eating (sounds funny).

yes,you can.It's a usage of past continuous tense