Aims. Our aim is to characterize the polarized continuum emission properties including intensity, polarization position angle, and polarization percentage of Sgr A* at ~100 (3.0 mm), ~230 (1.3 mm), ~345 (0.87 mm), ~500 (0.6 mm), and ~700 GHz (0.43 mm). Methods. We report continuum emission properties of Sgr A* at the above frequency bands, based on the Atacama Large Millimeter Array (ALMA) observations. We measured flux densities of Sgr A* from ALMA single pointing and mosaic observations. We performed sinusoidal fittings to the observed (XX-YY)/I intensity ratios, to derive the polarization position angles and polarization percentages. Results. We successfully detect polarized continuum emission from all observed frequency bands. We observed lower Stokes I intensity at ~700 GHz than that at ~500 GHz, which suggests that emission at ≳500 GHz is from the optically thin part of a synchrotron emission spectrum. Both the Stokes I intensity and the polarization position angle at our highest observing frequency of ~700 GHz, may vary with time. However, as yet we do not detect variation in the polarization percentage at >500 GHz. The polarization percentage at ~700 GHz is likely lower than that at ~500 GHz. By comparing the ~500 GHz and ~700 GHz observations with the observations at lower frequency bands, we suggest that the intrinsic polarization position angle of Sgr A* varies with time. This paper also reports the measurable polarization properties from the observed calibration quasars. Conclusions. Future simultaneous multi-frequency polarization observations are required to clarify the time and frequency variation of the polarization position angle and polarization percentage.