You have to host your WCF service somewhere. you can host it through IIS,self hosted,Windows service, WAS etc.
if your application is win form application then you must run your application to start wcf services (Self hosted service).
If your application is console then you can install it in windows service. Please check
http://msdn.microsoft.com/en-us/library/ms733069.aspx[
^].
In windows services scenario, you can start/stop your service manually from Microsoft management console.