A windows service always runs once the computer starts up (as long as it's so configured). A standard EXE only runs when a user is logged in, and will stop if the user logs out.
You would use a windows service for things that always need to run even if nobody is logged in.
You would use a standard EXE for programs that a user will run while logged in.
与恶龙缠斗过久,自身亦成为恶龙;凝视深渊过久,深渊将回以凝视…