Jaspersoft Studio runs all long operations (like report execution) in the background. The progress of this tasks is shown in the right part of the status bar. In the status bar, you'll see the name of the current task, a progress bar, and a button that opens the Progress View. From this view, you can see each running job and (in some cases) cancel them.

Sometimes a modal dialog appears during task execution. If this happens, the user must wait until the task is finished, or click Run In Background to hide the dialog. Click Always run in background to run all tasks in the background by default.