MPX Cache Agents can be run as service or console applications. Up to 25 Root and Remote MPX Cache Agents can run as services on the same computer. However, only the first one installed on a computer will be registered as a service. It is registered as manual service with the display name MPX Cache Agent and an internal name of CacheAgentService. You will need to register the others.
MPX Cache Agent is stopped automatically when the computer is shut down.