How to close the command line window after running a batch file?

Your code is absolutely fine. It just needs "exit 0" for a cleaner exit.

 tncserver.exe C:\Work -p4 -b57600 -r -cFE -tTNC426B
 exit 0

It should close automatically, if it doesn't it means that it is stuck on the first command.

In your example it should close either automatically (without the exit) or explicitly with the exit. I think the issue is with the first command you are running not returning properly.

As a work around you can try using

start "" tncserver.exe C:\Work -p4 -b57600 -r -cFE -tTNC426B