To quote them "The following code example creates a Windows service named WindowsServiceToHostASMXWebService that hosts a Web service named Service at the soap.tcp://localhost/Service endpoint." - Try saying that fast with a mouth full of water :D
Anyhoo, unless you specifically need ye olde worlde asmx service do it in a WCF web service inside a windows service instead read this and this other link with example
As the link above says WCF handles the HTTP stuff outside of IIS anyhow.