I didn't get your question. Did you mean to ask, if you cancel an ongoing extraction process while connecting to a data source, does your system get overloaded? Did I understand your concern?
Yes, you did!
Well, can Tableau cancel or not?
You may click on the cancel button while the data extraction takes place. Another way to do it is, by stopping the tableau processes (Tableau Engine,Tableau Protocol Server), that is running in the background from the Task Manager. In case you did not get your answer, kindly provide a screenshot in order to understand your problem clearly.