You missed one more line:
cv2.waitKey(0)
Then the window shows the image until you press any key on keyboard. Or you can pass as following:
cv2.waitKey(1000)
cv2.destroyAllWindows()
Here, window shows image for 1000 ms, or 1 second. After that, the window would disappear itself. But in some cases, it won’t. So you can forcefully destroy it using cv2.destroyAllWindows()
Please read more tutorials first : http://docs.opencv.org/trunk/doc/py_tutorials/py_tutorials.html