Warehouse Builder depends on infrastructure in the Oracle Database for most of what it does... including calling external Web Services. Briefly, this requires that you install JPublisher in your database, which at this point means that you need to install SQLJ from the Oracle Database Client CD, as well as the Web Services Callout Client.
A lucid and concise description of how you configure an Oracle 10gR2 Database to consume Web services was posted in this Oracle By Example (OBE):
http://www.oracle.com/technology/obe/10gr2_db_single/develop/java/java_otn.htm
It takes you through installing all the required components and then calling an example web service from PL/SQL.
Once you have this working you are ready to start using calls to external web services from OWB (of which I shall write more in a future post).
