3rd Party Web Service Integration

I am a complete beginner with SAP Process Integration. I could do with a simple 'To Do' List on what I should do and in what order to do it so that I can 'talk' to external 3rd party web service. In a nutshell, I will be using 3rd party web service to create document for eventual printing, so I will need to populate XML with various database fields. I have been provided with the WSDL files for the web service.

Appreciate any help, o matter how small.