Should you have used on your Samsung Galaxy 6 a key combination that has accidentally activated the Download mode instead of another mode, then you see the following message on the screen of your Samsung Galaxy S6:
"Downloading ... Do not turn off the target!"
If you see this message for the first time, then you wonder probably what exactly is happening. Basically nothing happens. Most of the time you do not use a USB cable with which a new Android firmware is uploaded by a software like "ODIN".
Can I turn off the smartphone without problems?
Yes, that is why you must not take the message on the display seriously, because you has only activated the download mode accidentally and you are not uploading any firmware to your device.
That's why it's no problem if your Samsung Galaxy S6 shows the message "Downloading ... Do not turn off the target!" and you just turn off your smartphone by pressing the power button.