Wsdl in soapui

I am new to using soapui...basically starting to use this lovely tool....i need some help with wsdl...
1. Is there is need to create is file....?
2. If yes then how do we do this.?
3. Is this file is received from the developers as i am from testing?
4. HOw to pursue in soapui if have to check the load on a live url????

Help will be appreciated...