You could start off with a .net console app or a web app anything that is convenient. The code will be the same in WCF.
It'd be a good idea to split your requirements & then go for it. something like
1 read a file from the disk.
2 have that file in a datatable , generic list or something like that.
3 save a datatable/ List to a database
To get started , here's how you can read a fie using LINQ.
var mycsv = from x in File.ReadAllLines("D:\\\\mycsvfile.csv") select x;