The WSDL would generally be bundled in your application. For a container-managed web service client in a WAR you might:
- place the WSDL and and dependent schemas under WEB-INF
- add a service-ref element to the web.xml
- load the client code using a JNDI InitialContext and the service-ref-name
There are some examples in this IBM jax-ws documentation.
On current Java EE versions you might make more use of annotations. It depends on the platform you're targeting and what versions of the web service APIs it supports. I would start with the Java EE tutorial.