Hi Marzio.
If you want to create documentation so the users of your Web Services can create client code to use it, you only need to create a WSDL file. If you don't want to generate a WSDL file from scratch, some
SOAP engines provide a tool called Java2WSDL, which will create a WSDL file from a
Java class.
If you want to provide verbal documentation about your WS then I still think it would go into the WSDL, but I haven't done that. I'm also not aware of a Javadoc-like tool for WSDL files, but there may be one. Hopefully somebody else has done it and will post the experience.
Regards.