You can't really do all this in one package. Each component (the web app, the windows service, the database) would usually be each in their own package. Your project in Deployment Manager would then have a "Step" for each component.
You can indeed publish the web-app package from Visual Studio using the VS Addin.
For the Service, you'd package up the build output folder using RGPublish along with the required powershell (an example is in our powershell forum linked from this one, which it sounds like you found already?)
For the database, you can either package it from within SSMS using the SSMS Addin, or alternatively using our SQL Automation tools (such as sqlci.exe)
The getting started overview (see here
) takes you through the process of creating a project, package, and steps.
Hope that helps