I am currently running my miner in cmd.exe window. There is no exit option, only info about hashing. If I just close the window, will I receive my share? I am connected to fast-pool.com using my Doge address.
Yes you'll receive the share you have produced before you close the window.
If you want a more 'elegant' mode to interrupt the mining just press CTRL+C while you are focused in the cmd screen, but in anycase it doesn't change anything, what you have mined, you get