Compared with when you import a WSDL file into a Web Services profile, you can import a ZIP file into the configuration in the Desktop, which includes the files to which the WSDL file that you import has dependencies.
To open the Web Service profile, click the Configuration button in the upper left part of the Desktop the Desktop window, and then select WS Profile from the menu.
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For further information on configuring a WS profile, see Web Service Profile, but note that the user documentation is written based on when you are using the regular Desktop Launcher.