Is this show still being made? Is the story going to continue? I desire to know!
No and no.
Kanon is originally a visual novel by Key/Visual Arts and received a few anime adaptations, with the most popular version airing in 2006 and produced by Kyoto Animation. This series covers every character (rather than following a single route from the game) so in order to get the full Kanon experience, you would have to play the visual novel - however, there are no English versions of the game.