You shouldn't care for the command window, as in an EXE the command window will not be present. It's only part of the Foxpro IDE (that is VFP9.exe).
The command window will also not show if your form is made modal (WindowType=1 vs 0) or if it's not modal and you run code that has a read event after starting a nonmodal form:
DO FORM yourform.SCX
READ EVENTS
Notice, this also then should be the only read events of the whole application. If your form starts other non modal forms, there is no need to put READ EVENTS into a button click or whatever code starts that form, the first READ EVENT is the read state for everything, so it's usually put into a main.prg you set as "Set Main" by the context menu of project items. That's the first thing staarting in an EXE. There's no point to make a form the main project item, by the way, as the form can't call it's own READ EVENTS. Which tells you that this isn't like the legacy READ states you had in screens. This has become obsolte.
The _screen can be part of an EXE, it could be your major application form that is just a main parent window for all your forms with your own application menu replacing the system menu. If you don't want to use this but only your own form for the EXE you can make one main form a top level form by setting the ShowWindow property to 2. Then you can also have a config.fpw file you can embed in the EXE or place it into the same folder as the EXE and have SCREEN=OFF in it, so you don't even have to program _screen.visible =.f., but that will only act on the EXE.
The screen and command window are you development environment, it's not a good idea to hide them while you work on your project. If your form is large and the command window is in your way, while the system menu is active you can close it with the X button of the title bar, of course, and show it with the menu hot key CTRL+f12, as is shown in the Window menu of the system menu.
I do that all the time when the command window gets in the way, but the screen did never disturbed me. Maybe because I already know how to use or get rid of it in the EXE version I can build.
Besides that you can dock forms in the IDE, and if the command window is docked to the right side, for example, forms you start will not be overlapped with it. By the way, you can also dock command window, property window and datasession window into one window and then have tabs to change between them.
Chriss