> Does it meant, Web services must run under IIS or web server?

Have you taken a look at this VFP-specific link? From that link, you'll find the following:

"If you are publishing Web Services from your Visual FoxPro COM servers, you must have Microsoft Internet Information Server (IIS) installed."

Read the rest of the info at that link, I think it will answer a lot of your questions and get you up and running.