Hello Ali,
When you create a abap proxy , you need to insert data to create your service interface ,( concerning url ,name of the class, Type inbound or outbound ...)
but you need to have the HTTP connection configured with SAP PI. ( you can get information from SLD for PI System to complete it)
To see if you receive the WSDL correctly you need to check SXI_MONITOR transaction, and to make changes or trigger you WSDL you can use the main public method in your generated class
Hope it will be useful,
Best regards,
Mustapha