Yes, wsimport is the tool to use if you want to generate server or client artifacts from a WSDL document.
If you develop a web service this way, then it is called WSDL-first approach.
You can also write a Java class annotated with JAX-WS or JAX-RS (the latter for RESTful web services) annotations. This is called code-first approach.
For a tutorial on developing JAX-WS web service using the code-first approach, see http://netbeans.org/kb/docs/websvc/jax-ws.html Best wishes!