Why workflows ?

You can achieve the same thing by writing a simple program or using a workflow. Then why would one use a workflow

1. Workflows allow you to write scalable applications. An application is not locked into a single process on a single machine.

2. Workflows allows to create unified application logic.

3. It also maintains state for us.

4. Using a workflow makes coordinating parallel work easier.

Points to note

1. A workflow's state and control flow are typically described in
XAML

2. Logic implemented using WF and exposed via WCF is known as a workflow service.

3. WF Workflow can be hosted in a worker process provided by IIS. Implemented as extensions to IIS and the Windows Process Activation Service (WAS), a primary goal of “Dublin” is to make IIS and WAS more attractive as a host for workflow services. Microsoft’s primary goal with “Dublin” is clear: providing a
useful set of tools and infrastructure for managing and monitoring workflow services
hosted in IIS/WAS.

4. WF in previous releases had a State Machine worflow which would no longer be available in WF 4. The two kinds of workflow available are Sequence and Flowchart.

5. Workflows created using previous versions can't be executed using WF 4 runtime.

A very nice article from David Chappel here.