The first thing you should have a look at is the resources available for all API SOAP Calls:
Then it depends on which IDE / language your are using for your interface development.
I developed a magento interface using Delphi. In Delphi its quite simple to import the WSDL-File from Magento as a resource file for my project.
Once i did that, all functions from the API are available with indication of all needed parameters. Starting from logging in to Magento e.g.:
function magelogin(username, apiKey: string): loginResponseParam;
myLoginParam := loginParam.Create;
myLoginParam.username := username;
myLoginParam.apiKey := apiKey;
result := mage.login(myLoginParam);
mysession_id := result.result;
If you specify what development language and IDE you are using, i might provide a much better / detailed help :-)