You’re asking 2 questions – I’ll answer both.
First of all, if you are going into college knowing you want to own your own business one day – I wouldn’t choose engineering. I’d only choose engineering if I knew I wanted to start an engineering consultancy. You want a broader degree that will expose you to finance, marketing, communications, etc.
However, you’re already studying engineering, so I argue that you should finish your degree. First of all, engineering is all about solving problems – which everybody faces everyday of his/her lives. The problem solving skills you learn while studying engineering can directly be applied to all types of non-engineering problems you face in life, including starting a business. Secondly, if you’ve already invested time and energy into the degree, it’s worth it to complete it. It will be an excellent foundation to build on – but you will need to build upon it with other skills and education (like marketing, finance, etc.) if you want to successfully start your own business. Good luck.