Do not understand WSDL usage

I am brand new to SOAPUI & am using the very latest version (5.7.0)

I am quite literally right at the beginning and am stuck, I am following the tutorial found at https://www.soapui.org/getting-started/soap-test/ but am almost immediately baffled. I have created the Project and it then tells me to add a WSDL file. I then says "In the WSDL Location edit box of the dialog, specify the path to the WSDL file or service:" ... so what file do I put in here ? I haven't got a WSDL file and I have no idea what one is !!! Do I create it as an empty file, if so where and how ?!?!?

Thanks in advance ...