You need to put your main code on the OnStart
method.
This other SO answer of mine might help.
You will need to put some code to enable debugging within visual-studio while maintaining your application valid as a windows-service. This other SO thread cover the issue of debugging a windows-service.
EDIT:
Please see also the documentation available here for the OnStart
method at the MSDN where one can read this:
Do not use the constructor to perform processing that should be in OnStart. Use OnStart to handle all initialization of your service. The constructor is called when the application's executable runs, not when the service runs. The executable runs before OnStart. When you continue, for example, the constructor is not called again because the SCM already holds the object in memory. If OnStop releases resources allocated in the constructor rather than in OnStart, the needed resources would not be created again the second time the service is called.