The example may be a little unclear in that the JAXB classes are excluded from the client artifacts - this may be inappropriate.
The logic behind this is that SAAJ, or some other alternative, could have been used to generate the requests and interpret the responses from the service.
Including such code in the example would, in my opinion, have shifted the focus from the dynamic client example to an exercise in generating and interpreting XML.
Yes, the classes you mention are generated by the XJC JAXB schema compiler.
By the way, my last name is still Krizsan.