You can't compare a windows service with a web service like you suggest, they are actually who different things.
A web service is essentially a website. You use the http protocol to call a method of your webservice which in turn sends you the result.
For more details see the Web service Wikipedia entry.[
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A windows service is an application with no interface, you cannot communicate with it without setting that up for yourself, like .NET remoting.
For more details see the Windows service Wikipedia entry.[
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