We just published a WF Hosting Quickstart sample today and it shows a common hosting model for building WF programs and running them in either of:
Okay the third is just a debugging convenience for the second. This sample provides a simple layer that means you don't have any changes to your workflows and your WF Runtime Services whether running on either the first of second type of host. You should think of using this project as a start for building your own hosting environment for Windows Workflow Foundation projects. This joins a collection of other examples of WF Hosting which are also available:
It works with either Visual Studio 2005 or Visual Studio 2008. If you're still on 2005 you will need the .NET Framework 3.0 add-ons for WF.
Here's a simple walkthrough, although the readme in the sample also walks through this.
<connectionStrings>
<add name="ASPNETWFConnectionString" connectionString="server=.\SQLEXPRESS;Database=aspnetwf;Integrated Security=True" providerName="System.Data.SqlClient"/>
</connectionStrings>