Hi mate,
A couple of things you need to get in place:-
1. Ensure the SOAP configuration is done as within the help (If you're using Vista, you might need to make some changes)
2. Make sure you get the XML Service installed nailed down as well.
If this was done, you should be able to add global procedures to your app, which will then be exported as SOA functions.
After you're done creating your set of procedures, just go to Workshop->XML Webservices..->Generate a webservice...
This will create the WD Webservice library to use.