You just need to upload (through whatever mechanism you choose, such as ftp) the application to your web host, and verify that the folder it lives in is configured as an application.
In Visual Studio, you can set up a web reference within any project type. Point the web reference to the web service file (*.asmx) and Visual Studio will create the web service proxy class. There is also a command line executable (wsdl.exe) that is part of the .Net SDK. You can use this to create a proxy class from a wsdl file.