If you haven't started working on the contract and you decide to end it, the client will not be able to leave feedback for you. However, it's always a good idea to communicate with the client and let them know why you are unable to continue with the project.
Before you close the contract, you should also make sure that you have discussed the terms of ending the contract with the client, especially if you have already received a payment for the project. If you are using Upwork's hourly payment protection, you will need to log your work hours and submit them for payment before closing the contract.
It's important to maintain a professional and respectful relationship with clients on Upwork, even if you decide not to continue with a project. Good communication and transparency can help prevent any misunderstandings and protect your reputation on the platform.