Please note that tlsproxy.exe accept various arguments as commands. Please run tlsproxy.exe --help in the Command Prompt or Power Shell, whatever suits you the best.
Using the tlsproxy.exe tunnel add command you can define new proxy tunnel (run tlsproxy.exe tunnel add --help for command details).
Using the tlsproxy.exe install command you will install the Rebex TLS Proxy as a Windows service.
Alternatively, you can use the tlsproxy.exe run command, which will run the proxy in interactive mode from command line without need to install it as a service.