What that url retrieves is not a SOAP message so WSDL is not what you want.
This is essentially a REST type service that returns a formatted XML document. You can open the HttpURLConnection and hand the input stream to any XML parser. Whether you want to get a DOM representation or use SAX depends on what you want to get out of that document. It will actually be a LOT easier than messing with SOAP which is why REST style attracts people.