When we shutdown IS through command prompt, it will ask like

Terminate batch job (Y/N)?
What does it mean?

Akash,
What are you trying to achieve here? Can you provide me some more details pls?

I Just want to know, what happens if i press Y and
if i press N?

either it is in briefly or in internally.

As per my understanding looking at your prompt msg:

I see if you press “Y” it would terminate the batch job running at background and then it will shutdown the IS

This is just my thought lets give it a try…

As far as I understand:

IS was started using server.bat from command prompt window.

When shutting down the server by pressing “Ctrl-C” in the command prompt window, the JVM shuts down and Windows is asking if it should terminate the server.bat immediately (Choice ‘Y’) or if it should try to complete it (Choice ‘N’).

I prefer choosing ‘N’ here as this will delete the LOCKFILE in the IntegrationServer directory.
Choosing ‘Y’ stops the server.bat immediately and will not delete the LOCKFILE thus preventing a fresh start of the IS the next time.

Much better:
Just use the appropriate commands from the Windows Start Menu, especially for wM 9.x., as the handling for these engines has been changed recently.

Just DON’T shut down IS by typing [CTRL][C] in the command windows. Killing the IS from command line is only a last ressort if the IS process is not responsive to any other means (even on a dev box). In a production environment the IS should never run inside a command prompt anyway.
Just use the standard shutdown mechanismen like shutdown from the IS Admin console or Command Central if you are on 9.x.

On windows,it is always better to install any wM product as windows service instead of application.

for eg,
Any user can start the service and others can use that product and user can log off machine - still others can use the product online.
But if it is installed as application , once user logs off others will loose connection to that product started by that user… other needs to start again.