From
EJB in Action:
The @WebService annotation is used on a bean or an interface class. If you use
this annotation on the bean class, the annotation processor or the EJB container
will generate the interface for you. If you already have a bean interface, then you
can mark the @WebService annotation on the interface (...)
So, no, it is not mandatory to annotate the interface. You may annotate the bean implementation as well, and its endpoint interface will be auto-generated by the container.
PS I put a few lines of EJB in Action here, I hope I am not doing anything illegal. If I am, I am sorry, please tell me and I will edit my message.