There was a time when you could just create a new project in Visual Studio as a Windows Service and you could install it using the installutil command.
Somewhere along the way that changed so now you have to add a Project Installer class to the Windows Service.
So lets assume you've created your windows service and changed the name from Service1 to say MyService. Microsoft explain the steps for adding an installer and I repeat them here.
1. In Solution Explorer, access Design view for the service for which you want to add an installation component.
2. Click the background of the designer to select the service itself, rather than any of its contents.
3. With the designer in focus, right-click, and then click Add Installer.
4. A new class, ProjectInstaller, and two installation components, ServiceProcessInstaller and ServiceInstaller, are added to your project, and property values for the service are copied to the components.
5. Click the ServiceInstaller component and verify that the value of the ServiceName property is set to the same value as the ServiceName property on the service itself. In my example you would have to change Service1 to MyService.
6. Change the StartType to Manual, Automatic or Disabled.
7. Click on the ServiceProcesInstaller and set the User property to Local serice, Network Service, System or User.
That's it. Open the Visual Studio command prompt using "Run as Administrator", chage to the directory where your EXE file is and run
You might be interested in my next post about debugging a Windows Service. Frankly I find debugging Windows Services a pain, so I tend to write and test my code as a Console Application, and then I convert it to a Windows Service when its all working.