I've been working on this myself.
I started on my localhost using the native PHP functions, got a simple "hello world" type of thing working and uploaded to my live host only to find they don't have SOAP enabled
Now I'm trying with the PEAR SOAP package.
So I guess if your host has it enabled, the SOAP documentation would be a good place to start - maybe a good idea anyway just to get a feel for things.
If tutorials are more your thing, doing a search for "PHP SOAP tutorial" should give you plenty to start with.