I have downloaded cgminer 3.7.2 (also tried 3.5, still the same problem)
I have extracted it to the desktop in a folder
I have created an account on
http://pool.testserverino.de/, I have created a worker and gave him a password, also I have added my Doge wallet
Then I'm creating startmining.bat file with the following text
cgminer --scrypt -o stratum+tcp://pool.testserverino.de:3333 -u mywebsitelogin.myworkerlogin -p workerpassword
I save it to the cgminer folder, and now when I'm launching this startmining.dat file, nothing happens, it simply says "cgminer started" and that is it.
What hardware are you trying to use for mining? Also, it can take a minute for cgminer to actually do anything.