There are two web service protocols to consume with GeneXus: SOAP and REST.
In order to consume, there are two simple steps:
1- Inspecting the wsdl: to invoke a web service, first you have to read its wsdl using the WSDL Inspector (given by an URL or physical path file).
2- Consuming: Once the service has been inspected, you can start programming the consumer (using the External Object created automatically).
There is a simple example from Consuming SOAP web services in GeneXus
To consume a web service under HTTPS, refer to Invoking web services that run under https and/or authentication
If you need to set up SOAP Headers, read Setting up SOAP Headers
To Consume WCF Services (Ws*), read WCF with GeneXus
For more information, read SOAP Webservices
To consume, read Consuming a Rest Service with GeneXus
For more information, read REST Web Services