Yes, the CMD environment must stay active as it's running the OpenRemote Controller, which is the gateway your phone app is using to connect with your devices.
I assume you're using a Windows environment if you refer to CMD.
You could try running the batch file from the command line (or editing the desktop shortcut) so that it reads like this
{Your full path}/bin/openremote.bat run
That will start OpenRemote with minimal command window activity, so you can leave it minimised.
Good luck,
Stuart