Do you want to post some of your example code so I can take a look? Also have a peek at the documentation here about RESTful WCF services in SF and this blog post which also outlines getting started with web services in SF. The latter comes with some example code. For the sake of all options being covered here is a forum post that discusses consuming web services in Sitefinity.
I hope this helps and I look forward to hearing back from you!
// store the string returns of the service into a local instance of bondData
bondData thisData =
 newData = thisData.getBondData(1,
// Now worth with the string array
Was the set of documentation I sent you not of any help? It does discuss how to consume web services in Sitefinity. Please make sure you're setting up your services as they do in this blog post. Additionally check out this post which discusses using claims based authentication (what Sitefinity uses) in calling your web services.
I have followed the link you have referenced. My results are different.
1. No files were added to the app_code folder (in fact my whole project doesn't contain one)
2. This is what i have inside my svc file
// NOTE: You can use the "Rename" command on the "Refactor" menu to change the class name "PaWebSerives" in code, svc and config file together.
// NOTE: In order to launch WCF Test Client for testing this service, please select PaWebSerives.svc or PaWebSerives.svc.cs at the Solution Explorer and start debugging.
public class PaWebSerives : IPaWebSerives
public void DoWork()
Further what do i need to do from here?