Think of SOAP as an envelope in which you can send "letters" in XML format.
XML over HTTP does not necessarily mean that you have to use SOAP - you can do RESTful web services which return raw XML data which is not wrapped in a SOAP envelope.
As before, Axis is a web service stack, that is a lot of code, that help you implement your own web services by taking care of things like creating and parsing SOAP messages, creating Java code for a web service client/server from a WSDL document, web service security etc. etc.
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