Complete is when something has to be finished or done. Whereas, continue means to finish something that has already begun or started.

If you are going to complete something then that means you are going to do an activity you intend to finish. For example: I am going to complete my homework. (The homework will be finished [Completed] and requires no further effort/work after the initial time you dedicate to it) To continue something doesn't imply that you will finish what it is you plan to do. This could be because it requires further effort/work at a later time. For example: I am going to continue with making dinner. (This might be a step in the preparation that you need to do now, but dinner won't be completed until you go back and do other things later on) I am going to continue with my assignment. (This could be doing some research for a university project before doing the writing part another time)

Of course, they are two different words with two different meanings. Complete is when something is finished, for example, there are other meanings for this word, I suggest you google it and look the definition of it in a dictionary. Continue - to continue - is a verb and means to go forward with something, to keep doing something you are currently doing, this is also one of the meanings of this verb, check for other definitions in a dictionary.

These words are completely different. Did you look them up on the Internet? Please provide some sentences that are confusing you with these two words.