SOAP : it's an message exchange protocol ie., when you invoke the web service your request will be send to the service as SOAP message. and similarly your response will be deliverd from the service as SOAP message. The Soap has two section, header and body. all your requests will be in the soap body.
WSDL : It defines the contract between the service and the client. In the java prospective its the interface, which has the information like what are parameters to send and receive and where the service lies and what is the transport protocol to used ....
UDDI: this is the registry for publish the service either public or private and subscribe the service
A timing clock, fuse wire, high explosives and a tiny ad: