It looks like your WSDL specifies an "any" tag. Usually that's handled gracefully in the modeler, but perhaps this is a unique situation based on the layout of your WSDL that the modeler cannot interpret.
By its very nature, the "any" tag is ambiguous, which stops you from mapping it into a defined domain model. I believe the solution would be to remove the tag from your WSDL.
The WSDL you are importing contains an XML any element .
"The <any> element enables us to extend the XML document with elements not specified by the schema."
Because the schema doesn't define what element is going to be in the message. It is not possible for Mendix to connect those to an entity/attribute. I'm with Reinout that the error message seems pretty clear. The WSDL you are trying to use is not supported by Mendix.
If case the message you are sending always has a set format, that you can work around this, by creating a WSDL of your own that defines what is going to be in the ANY block.