Last Session Terminate provides the option to close the X- Win32 server when the last remote session is closed.
Open the X-Win32 window. See Start Manual Configuration or Start Wizard Configuration.
Select the Sessions tab.

Check or uncheck the Last session terminate. The default setting is unchecked.
When checked, X-Win32 terminates when the last session is closed.
When unchecked, X-Win32 remains open when the last session is closed.
Press the Apply button. If no changes were made, Apply will be grayed out (unavailable) as shown above.