Just put the word pause at the bottom of your batch file. Easier to do temporarily and it'll pause the window for you to see the error message. Navigating to Windows directories via the command prompt can be a real pain depending upon the names.
When I double click the CGminer launcher it opens and closes so fast I can't see where the error is in the bat file.
Instead of double-clicking the batch file, open a command prompt (cmd) and navigate to the batch file and run it. It will keep the window open so that you can read the error messages.
For example, navigate to D:\Some Folder\Miners\cgminer-3.7.2
Then write myfile.bat (whatever your batch file name is)