How to set that the WCF Test Client will run every time the service is running

Have look at this article from the WCF Tools Team Blog

Tips for Launching WCF Test Client

The link in MLF's answer does contain good information, and is definitely worth a read. However, it took me a while to find the specific answer I was looking for, which is about halfway down the page:

If you set the focus on the .svc or .xamlx file in Solution Explorer, WCF Test Client will start when pressing F5.

This still holds true in Visual Studio 2015.