Web services are almost like normal a web page. The difference is that they are formatted to make it very easy for a program to pull data from the page, to the point of probably not using any HTML. They generally also are more reliable as to the consistency of the format, may use a different formal process to define the content such soap or raw xml, and there is often also a descriptor document that formally defines the structure for the data.
Web services use something known as SOAP (Simple Object Access Protocol) for sending the XML data between applications. The data is sent over normal HTTP. The data which is sent from the web service to the application is called a SOAP message. The SOAP message is nothing but an XML document. Since the document is written in XML, the client application calling the web service can be written in any programming language.