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When I expose wcf service and many clients ask to it’s methods how it is working? I mean, like threading or queue or …? It could be problem for that simple expose service to operate many ask at one? or for that job I should implement threading in wcf service?
What happens if I have query to database in service and two client execute it? Transaction on database side will operate this or I should use lock on query in service?
See also this MSDN page http://msdn.microsoft.com/en-us/library/ms731193.aspx on Instancing, along with Sessions and Concurrency.
All three concepts have some overlap, but you would first want to look at InstanceContextMode values, PerCall, PerSession, and Single. Then look at ConcurrencyMode values, Single, Multiple, and Reentrant. Basically, these ServiceBehaviorAttributes allow you to control how many instances of your service can exist, and how threads can concurrently access your service (from client connections).