There are quite a few different ways to do this. Please check out the "wsimport" options. As long as you have your Java 1.6 $JAVA_HOME/bin in your $PATH environment variable, just type
"wsimport" from your command prompt (I think it is %JAVA_HOME%\bin in your %PATH% in Windows). If you do not have JDK 1.6, then wsimport should be in the bin directory in your jaxws-ri or glassfish3/glassfish directory, depending on how you are learning java web services.
If the cold fusion service that you are talking about is up and running and working as a real SOAP Web Service, then there should be a navigable WSDL you can see in your browser somehow ( http://localhost:8080/mycoldfusionservice?wsdl or something like that) that describes the operations, ports, messages, etc., of your service.
Once you know what it is, just create two folders, "src" and "bin", then say:
wsimport -keep -s src -d bin http://localhost:8080/mycoldfusionservice?wsdl (you might need to try this a few times using the -p option with the right package name before you actually get what you need).
Once this works, you have nearly everything you need for your client, but your class with the main method. You have to build that yourself, using a few lines of code that create an instance of the generated ?*Service.java class that wsimport gave you, then call its "get?Port()" method. See http://www.javadb.com/create-a-web-service-client-with-jax-ws for an example of how to do this.
I hope this helps.
SCJP - 1.4
SCJD - (B&S) Used 1.5 And It Runs On Solaris10
SCWCD - Thanks to HFSJ!!