Hi Yaasir,
I'll preface this with saying that I'm not a WCF technical guru by any stretch of the imagination.
So the statements below are made from my prior [somewhat limited] experience with this particular technology. That being said...
The screencast here uses the WCF Client Test tool because it's focus is primarily on the creation and hosting of the service, not on the client consumption of the service (a full-trip tutorial would probably go about an hour or so - we're trying to keep these a bit more digestable). What I believe you would want to do is to take this screencast's walkthrough of service hosting in IIS, and create the client to consume those services; while this doesn't help you right now, we will be posting a screencast 'Creating your First WCF Client' in about three weeks, after the first four WF screencasts complete.
To answer, your question, though, I believe what you're really looking for is the "How to: Create a Basic Web-Style Service" tutorial, which covers hosting of WCF in IIS (also covered here), but also covers how to create the ASP.NET web client to interact with that service. For the second part (consuming the service from a desktop application), you can refer to the 'WCF Client Overview' section of the documentation (there's also a general "How to: Create a WCF Client" tutorial, but I - personally - got lost in all the source code when I had tried using it).
I think that those tutorials hit on your questions, and may help frame the general 'how do I create consumers of that web service' question...if you want to move beyond the documentation, there are a variety of code samples and online hands-on labs that my help you out as well - the WCF overview labs up there are pretty old (they work from the 3.0 tooling), and we're building new HOLs now, and hoping to have new ones up within the next couple months.
As one last point, if you're new to WCF - these screencasts are great for explaining HOW to do something, but I would highly checking out Ron Jacob's Endpoint.tv screencast covering "You're First WCF Service" on the WHY you do these things.
Does this help?
Cliff