The APIs don't ship with J2SE 1.4. You need to download either the JWSDP from java.sun.com, or Axis from Jakarta. Axis is easier to set up if you already have a servlet container (like Tomcat) running; the JWSDP by default wants to use its own server.
I’ve looked at a lot of different solutions, and in my humble opinion Aspose is the way to go. Here’s the link: http://aspose.com