JAX-WS is just api / specification - you need an implementation to use it. It could be something like CXF, Axis, or one provided by the application server (JBoss, Weblogic et ..).
One of the benefits of using CXF is that you have more deployment flexibility. It can be deployed in a web container, or you can use the built-in web container and run it as a standalone application.
CXF also provides integration with other platforms such as spring.
It also provides schema / WSDL tools, etc.
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