I fixed this issue.
The main problem is if you use sage framework 3.6, it is by default takes framework 4.5.1 which means if you trying to add .asmx file in modules folder then this .asmx web service option is not available.If we want to add new webservice(.asmx) in modules folder then we must change the framework 4.5.1 to 4.5 please follow the steps to solve such kind of issue.
select to the webpage design library and right click -> Go to the property pages-->Select the Build tab-->Change into the Framework 4.5 then you will able to add a new web service .asmx file in your customize module folder.