There are two reasons why your sprinklers would continue running:
It is possible that your valves have been opened manually. You will need to locate your valve box(es) and twist the solenoid(s) on the valves clockwise until snug. The solenoid is located on the top of the valve and looks like a cylinder with two wires coming out of it.
It is possible that you have debris in the valve, which is causing them to remain open. To fix this, you’ll need to disassemble the valve, rinse all the parts with clean water and re-assemble the valve.