If the LispWorks splash screen appears briefly but no image is saved, then there is some error while loading the build script. To see the error message, run the command with output redirected to a file, for example:
C:\Program Files\LispWorks>lispworks-6-0-0-x86-win32.exe -build C:\temp\save-config.lisp > c:\tmp\output.txt
Look in the file
c:\temp\output.txt
.