A cooling down period should follow any workout. The simplest way to cool down is to slow down to a crawl in whatever you are doing. If running then slow to a walk, if you are fast walking slow down to a slow but steady pace.
If you abruptly end your workout, your heart continues to send extra blood to the muscles for a while. Because your muscles have suddenly stopped moving, there is no adequate means of sending blood back to the heart.
Your blood can then pool in your muscles with inadequate blood left to nourish your other vital organs.
Source: Exercise
