Question: I have learned that when someone wants to know where a person comes from, one must ask: 

> 
> Woher kommen Sie?
> 
> 
> 

A lot of people have asked me: 

> 
> **Wo kommst du her?**
> 
> 
> 

or 

> 
> Wo kommen Sie her?
> 
> 
> 

Indistinctly. So the question is what is the difference?

Answer: 
There's no difference. One is colloquial and the other is standard.
"Woher kommen Sie?" is a more formal and slightly outdated version of "Wo kommen Sie her?". Both mean "Where are you from?" (or literally, "Where do you come from", as in "what place/event were you at before you arrived here" but it is less often used to mean that).

"Woher kommen Sie?" is not used in spoken language very often, as far as I'm aware. (I'm German, from the Cologne area). It sounds stilted.