XWiki is just a web application that's supposed to
run in a container.
XWiki can't run as a service, but some containers can.
This means that it's not easy to run the standalone package as a
service, but you could install Tomcat, for example, configure it to run
as a service, and then import XWiki into tomcat.
A quick Google search led me to this:
http://tomcat.apache.org/tomcat-7.0-doc/windows-service-howto.html