Run the entire race, although it is possible to stop, of course. A good training program can help a prospective marathoner to learn how to pace - such as running a steady, slow pace, with regular walking intervals. There are myriad good training programs in many cities across the world. Conditioning allows an athlete to not only continue running, but to increase in speed, cardio and muscular capacity, so that running a marathon isn't straining the system. Done right, it's a fun and rewarding experience!