The very basic difference to find out a SOAP and Rest webservice is SOAP have a wsdl file whereas REST does not have.If you get wsdl it means that is a SOAP service.There are many other parameters as well.Please let me know If you want a detailed description of that.
Ans : Once you are done with creating SOAP/REST webservice using service wizard in pega, in the review page URL will be displayed.If the URL contains "?wsdl" then it is SOAP endpoint URL otherwise it is REST endpoint URL.
3.How from Pega perspective, it distinguishes whether a given web service is SOAP or REST. I see different menus like Integration connectors, Integration Mapping, Resources, Service Pack etc.
Ans : From Pega perspective,If you are the consumer then use Integration-Connectors and if you are the service provider then use integration-services.