Turn the Throttle Knob that the loco address is selected on counterclockwise until the speed display shows 00 and the loco stops moving. This lets you slow down your loco and stop it in a prototypical manner.
If you have set up deceleration for the loco and you move the throttle knob to 0% speed, your loco will slow down and come to a stop at the programmed deceleration CV value. We strongly recommend that you run your locos with the factory default of no deceleration until you are familiar with your system. If the deceleration CV value you set for a particular loco is very large, this can make it look like the loco is not stopping on command because the deceleration CV value is causing the loco to take a long time to come to a stop.
If you leave a DCC equipped locomotive running at a very low speed setting, you may have unintended consequences. The loco will continue to creep along, possibly unnoticed, if the speed is not set to 0. Also, the slot in use for controlling the loco will not be purged, taking up space in the system.
If you are using a non-DCC equipped locomotive on address 00, we recommnend that you do not leave it at zero speed on the layout. The DCC signal can cause motor damage to analog locomotives if they are left on a live DCC track. When you are finished running a non-DCC locomotive, just remove it from the railroad to be safe.