Each Sprint ends with a Sprint Review. During the Sprint Review the functionality built in the Sprint is demonstrated to the client. In turn, 
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this builds client confidence. The Sprint Review also gives the team to an opportunity to review their performance during the Sprint. The lessons learned are then taken forward to the next Sprint. Hence, a Sprint Review, similar to an Iteration Retrospective, is a form of continuous improvement.
After all the Sprints in a Release have been completed, the functionality is deployed on a production server. The client can then begin gaining value from all the sprinting you and your team have been doing.