Courier literally means "runner." Courier service means a very expensive kind of service in which someone comes directly to you without going anywhere first, picks up the package, and then takes it directly to the destination without making any other stops on the way and without taking anyone else's packages at the same time. "The only way I can get that to you this afternoon is to send it by courier."
Freight service means transportation of things, as opposed to passenger service, which means transportation of people. A freight service works like UPS or Fedex or parcel post. Many different packages are carried at the same time, efficiently and at relatively low cost.
Freight sometimes mean a service that is able to deliver large or heavy objects that are too big or heavy for ordinary package services to handle. "A refrigerator? No, that can't go by UPS, you will have to use a freight service."