Is the third party that is providing the WSDL also creating the Integration Server services that will be exposed as web services? Is your primary responsibility to create the Java application that will use those services and it just so happens that those services will be hosted on an Integration Server? If so, your question may be more appropriate for a forum focused on the toolset you plan to use.
If your plan is to also build the Integration Server services and expose them as web services according the specifications in the third party provided WSDL, then you’ll want to dig deeply into the webMethods-supplied documentation, particularly the “Web Services Developer’s Guide.”