If the process isn't a native NT service running under control of the SCM, then by definition it must be running in a user session, either on the "console" [console session definition varies with the version of Windows] or in a terminal services session.
In this situation, how is the process started? Does somebody logon to the server via RDP or the console, double click a shortcut and then leave the session running [possibly in a locked state]? Is the an entry under the "Run" key in the user's registry hive that automatically starts the process at logon time, again, with the session being left running? Is the Windows Task Scheduler involved and configured to run the task as a specific user but not within a specific desktop session [e.g. within session #0]? If so, remember that the task schedule in that case *is* a service process, and it would simply be starting this other process as a child process in session #0.
One thing that you can be certain of is that the process doesn't just automatically start up and run when the server boots up and the process isn't a service process.