In XenDesktop setup wizard, it guides same as creating catalog, adding number of vms, create ad accounts or not,what will be the new vm name, what is the new vms boot order, PXE or BDM etc etc.. same process as creating catalog. It creates catalog in xd and manages those vms.

In Streamed VM Setup wizard, it just creates multiple vms, and adds them to pvs so that they can be monitored/managed only from pvs console. If needed, you have to manually add them to xendesktop by creating new catalog.