Ignore it (edit: obviously not for the purposes of the course, which someone helpfully jumped down my throat presuming). A lot of people somehow in charge of teaching coding couldn't code their way out of a wet paper bag.
They are in a ton of languages in all kinds of different families for a reason: they are a logical and fairly consistent expression of two fairly consistently logical ways to deal with control flow in the specific case of a loop. Also there's the switch-case case in C-style languages.
Now, there are legitimate arguments for avoiding tons of of exotic control flow shenanigans, but if someone doesn't understand break/continue, then the problem is 100% theirs and nobody should take their advice on anything much, let alone relating to programming.