To make the Apache James mail server into a service on your Windows machine, follow these instructions (shamelessly copied from here)
From a command prompt change directory to the bin folder located under the James installation directory. From the bin folder enter the following command
Wrapper.exe -i ..\conf\wrapper.conf
This will install the James NT service. You can then control this like another service from the Windows Services screen.
To remove the James service use this command
Wrapper.exe -r ..\conf\wrapper.conf