R.exe, Rcmd.exe, Rscript.exe and Rterm.exe: what's the difference?

Question

Caveat: I work much more on Linux than Windows:

• Rcmd.exe is a historical left-over as back in the day, you could not do R CMD something on Windows but needed the special executable Rcmd.exe something. That is no longer the case, yet it is provided for backwards compatibility.
• Rterm.exe is also a holdover from the days when Rcmd.exe was used. Can be ignored these days.
• R CMD BATCH is a crutch that was needed in the days before littler and Rscript.exe, and similarly lingering from old docs and habits..
• Rscript.exe is your friend for batch scripts; use it.
• For everything else, there's R.exe.

Other than that, as Marek hinted, the reference manual is the wrong one among the six available manuals. Try the Introduction to R and the Installation and Admin manuals both of which have specific appendices for Windows.