According to a quick google search, this is not done natively in Windows as if it were done in linux, you can try two things
1.- generate a script VB upload the script to the computer to which you connect, run it and then close the connection
2.- The other thing is to use the START own command of CMD (cmd, not windows) this will make it start another instance apart from CMD
Well, this is indicated on the basis of assumptions, since in reality I have never seen the need to do something like this, only in remote desktop or in linux adding a & to leave the process running in the background, although this is still "stuck" to the running terminal with the command $ jobs
you can see the processes that are stuck to the terminal and then with $ disown %X
you leave the command running in memory without depending on the terminal where the X is running represents the job number returned by the jobs
command. I forgot to mention another command in linux $ nohup "comando" &
with this is not necessary nor list with jobs
or anything
I hope you will receive points 1 and 2