“Please stop me if you have any questions.”
You're giving a presentation in a meeting. You want the audience to feel comfortable with interrupting you to ask questions, so you tell them that it's OK at the beginning of your presentation.
Please stop me if you have any questions.
"Having questions" means that you want to ask about something.
English speakers often talk about what someone can do if they "have questions":
If you have any questions, please contact us via our Facebook page.
If you have any questions, I'll be glad to answer them.
You can also put this phrase at the end of a sentence:
Let me know if you have any questions.
You can use this expression when you're giving a speech, a presentation, a lecture, or an explanation. It means that the listener can interrupt you to ask questions or comment. You use it like this:
If any of this stuff doesn't make sense, please stop me.
Please feel free to stop me at any time.