If you just close the swim console you will loose you connection and required to log in again. So, you will loose your connection between SolidWorks and Teamcenter. Not sure if this is a good or bad idea. But I can not see any other options, at least with SWIM 8.3.1 that I'm running.
However, users can easily access your CAD files depending on where they are located on your local drive.
Note that a running Teamcenter application will not be closed if you just close the swim console window.