To create a service in Angular using the CLI, open your terminal in the Angular project folder. Run the command 'ng generate service data' or 'ng g s data' for short. The CLI creates two files: data.service.ts and data.service.spec.ts. The service file contains a class decorated with @Injectable, ready to provide functionality. Next, import this service into your component by adding an import statement. Then inject the service in the component's constructor to make it available. Finally, you can call the service's methods inside your component. This process automates service creation and integration, saving time and avoiding errors.