You should install it as a service.
Check this link for more info http://www.mulesoft.com/tcat/tomcat-start
Here's the essence:
Starting Tomcat Automatically on a Windows Machine Automatic startup on Windows machines is accomplished by running Tomcat as a Windows Service, a background process that gathers all processes associated with a given application together in one container to be managed by the system. Windows services can be configured to boot automatically at login, and shut down smoothly on logout.
As mentioned in the manual start-up section for Windows distributions, if you utilized the Tomcat EXE installer package to install Tomcat on your Windows machine, you have already installed Tomcat as a service. You can configure the server to start automatically either through the tomcat6w.exe tray program, or by editing the preferences for "Apache Tomcat" in the Services configuration pane, located in the Administrative Tools section of the Windows Control Panel.
You can set the Tomcat service startup option to either "Automatic", if you want the service to start immediately, or "Automatic (Delayed)", which aims for a faster overall system boot by delaying the startup of non-system-critical services until all core components have been loaded.
If you did not use the Windows installer, you can install Tomcat as a service manually. This is outside the scope of this article, but don't worry! We've created a separate step-by-step guide to the Tomcat Service for Windows users in this situation.