When I go to that URL, I get the page below. There are two issues: 1) the document is an HTML page and not a WSDL file. 2) From the text, it is clear that WebserviceX.net supplies REST services. To consume a web service, it needs to be SOAP.
If you want to use a REST service, you should use JSON snippets, import & export mappings and the Call REST Action microflow actions.