This is not a "quick answers" kind of question. It seems, that you haven't tried anything on your own. This is now how it works here, we won't do your job. But here is some guidance:
1) VS Express has no Windows Service tempalte. SharpDevelop has. But VS is more convenient to use than SD. Simply add the empty Service in SD than open in in VS Express, and you have all that you need, since the rest is there, just the template is missing.
2) Here is a basic walktrough about Windows Services you can follow as a start:
http://msdn.microsoft.com/en-us/library/zt39148a%28v=vs.110%29.aspx[
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3) Bor all http traffic, you can use
HttpClient[
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4) There are many approaches to read RSS feeds, but you can start with this one:
http://madskristensen.net/post/simple-rss-reader-class-in-c[
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5) The database part is a compelx question. It depentd. Let's suppose you want SQL server as backed. In this case I suggest you use Entity Framework, than start here:
http://www.entityframeworktutorial.net/[
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But these are only some portions of what you will need to take care about. So I suggest you start reading and practicing and testing and debugging...