soap question

All that you ultimately need is ... the WSDL.  Some services furnish their own WSDL but most do not, because in practice they just don't change and so it's a waste of bandwidth.  The WSDL file, however you get it and however you provide it to ColdFusion, is what you need to make short work of talking to the service.

The WSDL is, quite simply, a formal definition of the service's API:  what messages can be sent, with what parameters, and what to expect in reply.  It serves as a formal grammar, if you will, for interacting with this particular service.  It allows you to write much less code (basically, "don't leave home without it!!") because the WSDL succinctly provides a great deal of information.  (It also allows ColdFusion et al to recognize when you have made an error, or when the remote service has just barfed in your general direction.)

Uh huh, you're getting confused. 

WSDL is the Web Service Description Language ... a formal (and rather insufferably over-engineered) formal description of what a web-service consists of:  how to call it, what to say to it, and what it can say in response.  It is, if you will, a formal description of the service's API.

See:  http://en.wikipedia.org/wiki/Web_Services_Description_Language

Now, meanwhile, what is "SOAP?"  Well, SOAP is the mechanics of how the call actually takes place:  it's the physical process of building the text of the request that you send, and of interpreting the response that you receive.

If you do not have a WSDL, you really do want to get one, because that will make your code much less dependent on their code.  As long as they keep the WSDL up-to-date when they change their code, it will enable your code to "automatically adapt" to those changes without buggering you at a very-inconvenient hour of the night.

If you absolutely do not have WSDL information and absolutely cannot get it, then yes, you can construct a SOAP-message that matches what "you know" to be correct, and you can interpret the response, as long as whatever documentation they provide to you is actually correct and up-to-date... (of course it is... of course it is...).  Ahem.