SOAP without WSDL?!?!?

Question

I am trying to figure out how to send a SOAP enveloped XML request to a website that does not have a wsdl. Everything I have read to this point reguarding using SOAP says to use the WSDL.exe utility with the web sites URI to their WSDL to generate a proxy class. We called them, they do not have one. They say just send the request in the SOAP envelope?!?!? What do I even start with? HTTP, XML service...I do not even know where to begin. Anyone ever done this before?