pg_sendquery $conn "SELECT * FROM tables... WHERE conditions ORDER BY ..."
# Wait for not-busy condition:
while {[pg_isbusy $conn]} {
   ... Do something here, like check for user input and update the interface...
   ... Good idea to insert a delay so it doesn't busy-wait ...
   ... Check for cancel button ...
   if {$user_pressed_cancel_button} break
}

# Did the user hit the Cancel button? If so, try to cancel the query.
if {$user_pressed_cancel_button} {
  pg_cancelrequest $conn
}

# Fetch results until it there are none left (even if canceled):
while {[set res [pg_getresult $conn]] != ""} {
  if {!$user_pressed_cancel_button} {
    ... do something with the query result $res ...
  }
  pg_result $res -clear
}