We can start webclient service from command prompt using the below command
net start webclient
C:\>net start webclient
The WebClient service is starting.
The WebClient service was started successfully.
C:\>
Note that this command should be run from a login account with administator previliges. Additionally, on Vista and Windows 7, this should be run from an elevated command prompt. Otherwise you will get the following error.
C:\Users\Techblogger>net start webclient
System error 5 has occurred.
Access is denied.
C:\Users\Techblogger>
See How to open elevated command prompt