When I click on Final Render, the rendering window appears and immediately shut down, what's the problem?

Low graphics memory, try to install external graphics card with good space...

may be RAM & Graphics card problem

its due to low graphics configuration , try to run solidworks using your higher end graphics

May be low Ram and Graphic card

As I speak from my personal experience, once I 've installed Solidworks 2016 on a Windows 8 64 bit platform and I also suffered from this phenomenon. I think that may be one of the reasons, that could happen. Solidworks 2016's system requirements doesn't include Windows 8 ;though it ran very well except Rendering. In that case you may have to upgrade windows to 8.1 or installing a supported Solidworks version is required.

change the paging size for all drive. you can increases to 4 GB, 8 GB or 16 GB also as per your vacant space

first you try by Increases your systems virtual memory, if your problem didn't resolve then u have to upgrade your graphics card.
step:-
My computer> right click> property> on left side panal "Advance system setting"> (one popup windows come)> click on "Advance"> performance> setting> advance> virtual memmory> click on Chance.