The Asp.Net membership provider has some clear uses in a web app. I am thinking about trying to leverage some of the features in a windows application (more specifically WP
Yes. Membership, roles and profiles are all features of Visual Studio 2008 Client Application Services (Services tab of a project properties)
http://msdn.microsoft.com/en-us/library/bb384297.aspx
http://channel9.msdn.com/posts/DanielMoth/Client-Application-Services-with-Visual-Studio-2008/
Yes, you can.
All the configuration can be done within app.config instead web.config of asp.net.
I have a winform app that talks to DotNetNuke (DNN). DNN uses the Asp.net membership provider, so the source will work for other apps that use that membership provider as well. It's a very simple app, so you should be able to read the source easily.
http://www.datakido.com/downloads/Token/ViewInfo/ItemId/3
You should be able to adapt the source to work with WPF.
Make sure that you are creating a 3.5 application (WPF 4 won't work yet) - Then you must import the reference System.Web. This will allow you to use "using System.Web.Security;" like you normally would in a web app... now you can access stuff such as Membership.CreateUser()
Your app.config file has to be configured for your provider along with a connection string.