hi arnim,
basically, use visual studio, on your project, click "Add Web Reference", point it to your site's address http://localhost/umbraco/webservices/api/[ServiceName].asmx, and it will show you the various functions of the web service. I assume these are documented in the documentation link on the homepage under MSDN style API or whatever its called.
Anyway, once you've added the reference you should be able to to an include/import in your code for
imports localhost.[ServiceName]
and then if vb, then
Dim s as new FileService
s.UploadFile(byte[], name) (i'm making that up!)
Hope that helps you... if you want any more assistance, someone has written the umbraco Xslt editor which is a pretty nifty tool and uses web services a bit. its on codeplex
http://www.codeplex.com/uxeditor/ so take a look at that.
the other thing you need to do is enable web services in your umbraco.config file, which you can do in notepad or whatever takes your fancy.
have a nice day,
chris