On the Select Data Source dialog, browse to find a directory where you want to save. From the Data source type pull-down, Web Service is selected. For Web Service Data Source, there are three choices: WSDL file, URI, and ALSB proxy serviced. URI is selected and a website is specified. There is a note: A WSDL file may be downloaded to the current project for consumption from another workspace project, repository, or registry, etc.