As pointed out in the comments $T(C)$ does not have to be closed. But it is always bounded and convex.
For convexity:
Choose $x,y\in T(C)$ arbitrary. Then there are $a,b\in C$ such that $T(a)=x,T(b)=y$. We know by convexity of $C$, that:
$$\forall \lambda \in [0,1]: \lambda a + (1-\lambda) b \in C.$$
This implies by linearity of $T$:
$$\forall \lambda \in [0,1]: T(\lambda a + (1-\lambda) b )=\lambda T(a) + (1-\lambda) T(b)=\lambda x + (1-\lambda) y \in T(C).$$
And therefore $T(C)$ is convex.
For boundedness:
Take any zero neighborhood in $F$, say $U\in \mathcal{N}_0(F)$. Then since $T$ is continuous $T^{-1}(U)\in \mathcal{N}_0(E)$ is a zero neighborhood in $E$. So there exists $r>0$ with $C\subseteq rT^{-1}(U)$. This yields after applying $T$ and again using linearity:
$$T(C)\subseteq rU.$$
Which shows that $T(C)$ is bounded. Also see this question.