The behavior depends upon the server logic for processing the request. For e.g., in ASP.NET if you are processing a long request you have the option to check Request.IsClientConnected periodically to ensure that the client is connected and waiting for the response. You can decide to terminate the processing if the client has disconnected. This helps in saving precious server resources for long running requests.
If you control the server then you should be fine with sending the request and terminating without waiting for response. If the server is not yours, you may try doing trial and error to figure out the server behavior.
PS: I assume you don't care about any server errors upon your request. If you need to ensure that your request succeeded, you'll have to wait for the response.