SOAP WebService... How?

I have a s开发者_JAVA百科harepoint web service running at specified host + "/_vti_bin/UserProfileWebService.asmx". I would like to instantiate a web service client, so that i could interact with this service. This is basically what I am trying to do: http://msdn.microsoft.com/en-us/library/ms550407.aspx.

How is this done in .NET? And do I have to use the MOSS API to know what functions it supports?

EDIT: I guess I should add that I want to connect programmatically, not through a web reference, because that seems to be static.

In VS (2008/2010) you can add a web service reference to your console project for example. It will auto-generate the proxy classes for you to use in your code.