Bitvise SSH Server is used to accept connections from SSH clients. The server is intended to run for a prolonged period of time, and will provide SSH clients that connect with access configured by the server administrator. The SSH server might be configured to provide access to a terminal console, port forwarding, and/or file transfer to and from the server using SFTP and SCP.
Bitvise SSH Client is used to initiate connections to SSH servers. It is usually used interactively, so it will only run when a user runs it, but it can also be launched unattended to run scripted commands or file transfers, or to maintain an SSH connection for port forwarding. The SSH client is used to access a terminal console on an SSH server, to initiate port forwarding, or to initiate file transfers to and from SSH servers using SFTP.
Both products are connectivity products. They cannot be used standalone. For an SSH server to be useful, you need clients that will connect to it. For an SSH client to be useful, you need an SSH server to connect to.
The two products can be installed on the same machine, but it makes no sense to connect an SSH client to an SSH server running on the same machine. The purpose of SSH is to securely connect computers across the network; using SSH to connect to a server on the same machine provides no benefit.