WCF / ASMX :: Starting Integration With Web Services?

I'm having my first experience with Web Services with .Net. I received from a client an integration manual to consume a web service they have.

In this manual I have the following information:

Request Interface: [URL]

Using SOAP request would return a XML Document with the response.

WSDL: [URL]

Request XML:

[Code]....

There's also XSD for the response XML.

Well, I'm having a little trouble trying to figure out how to consume this web service.

I found a topic here pointing to a MSDN article. There it says that I would have to add a Web Reference for this web service, but in my case this web service is external. Do I really have to add this reference to consume the web service? If yes how do I do that?

Next I have to create the XML Document that will be sent with the SOAP request. But here's a question. Searching on the internet I found mainly two types of request XML. I don't know wich one I should use.

The first one would be:

[Code]....

The second one is a XML file with soap:Body, soap:Header, soap:Envelope, etc.

Wich one should I create with my application in order to consume the web service? If it's the second one, how would look the XML for the data of the first XML?

And finally, how do I send the Soap request? As I said above, I found a MSDN article but it assumes I'm adding a web reference to the web service on my project and I belive that in my case I won't add this reference. So, how do I consume this web service?

I'm kind of lost here and really really soon I will have to estimate how long will take to develop the web service consume code.