A service is a small program that usually starts when the Windows operating system loads. Normally, you don't interact with services like you do with regular programs, because they run in the background (you don't see them) and don't provide a normal user interface.
Windows services
Windows can use services to handle all sorts of things, such as printing, sharing files, communicating with Bluetooth devices, checking for software updates, hosting a website, and so on.
A service can even be installed by a third-party non-Windows program, such as a file backup utility, a disk encryption program, an online backup utility, and more.
Since services don't open and display options and windows like you're probably used to from a program, you have to use a built-in Windows tool to manipulate them.