I want to add a new column for rx window selection in the service profile … What all changes need to be done so as to reflect the field permanently
What did you already try? 
added a new column in postgres both in AS & NS … and added a structure element in serviceprofile structure inside internal/storage/serviceprofile (both in AS and NS)…
Do i need to make any change in any proto file
That depends how you want to fill these extra DB columns Probably you also need to make some changes in the internal/downlink code to select the correct frequencies, data-rate and the max allowed payload size etc…
whenever I create a service profile and press submit… Where does it go?? As there are two CreateServiceProfile methods (both in NS & AS) … So does it go to NS or AS?
When you’re going to customize the system, expect to do some own investigation how things are working 
I don’t think the code is too hard to understand when you start digging into it and all the code is available on GitHub. Start your journey at the LoRa App Server API methods and work your way from there. I think these methods will already tell how LoRa App Server is integrated with LoRa Server.