Demandware is Software as a Service (SaaS) provider, which will not allow you to access the underlying infrastructure (e.g. Tomcat server, Oracle DB, etc.) to make/install your custom extensions.
UPDATE (25.09.2015):
Currently Demandware are making extensions to their controllers, migrating from pipeleine-based controllers to script based ones. Chances are that at some point they may even introduce an API for creating web-services.
Until this happens, your only option is to make some custom pipelines and utilize something like XML/JSON over HTTP for this type of functionality. (Or if you insist on having it as SOAP based service, you would need to parse the SOAP envelopes with explicit code)