If you're only interested in generating code with the WSDL, you can download it manually with cURL or wget (which will both likely already include SSL support). Once saved locally, wsdl2h can deal with the local file without a problem.
Obviously, you'll probably want to include SSL support when you're building your applications and linking gSOAP. For what it's worth, SSL is enabled by default if you're manually building gSOAP from source. You have to disable it with ./configure --disable-ssl
.